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Senior Data Scientist Model Validation

  • Full Time
  • Anywhere

Banque Nationale du Canada

Banque Nationale du Canada — Fort Saskatchewan, Edmonton region

A senior data scientist in the Risk Management Models team validates credit risk models, ensuring robustness, reliability and regulatory compliance of the models used for regulatory capital, ICAAP, IFRS9 and stress testing exercises. Responsibilities Assess the conceptual soundness of credit risk models, including mathematical formulation, statistical rigour, assumptions, limitations and alignment…

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