Quantitative Data Scientist at Desjardins

Become a pivotal Data Scientist for the Prospective Analysis Department at Desjardins Group. Contribute to strategic risk management by analyzing projections and models under IFRS 9 and Basel standards.
In this role, you’ll engage in risk management analyses, performing sensitivity and stress testing alongside financial experts. Focus on calculating forward-looking risk metrics including IFRS 9 provisions and expected loss projections. Your expertise will leverage statistical knowledge and programming skills in SAS, SQL, and Python for effective decision-making.
Key Responsibilities:
• Calculate and analyze IFRS 9 provisions for risk assessments
• Perform budget exercises involving expected loss projections
• Monitor credit-weighted assets and risk metrics
• Design mathematical models for risk management
• Lead projects to refine risk strategies and practices
Requirements:
• Bachelor’s degree in a relevant field
• Minimum four years of experience in risk q...