Senior Director Data Analytics

A career as
senior director analytics in the Credit Risk Analytics team at National Bank
means acting as a leader in credit risk model development and governance. This
role allows you to have a positive impact on the organization by leveraging
your expertise in credit risk analytics, regulatory frameworks, and advanced
modeling to support sound decision-making and robust risk management practices.

Your role

• Mobilize, develop and lead the
  team of experts in model development performance monitoring, back-testing
  and benchmarking.
• Lead the development and
  evolution of IFRS 9 credit risk models, including probability of default,
  loss given default, exposure at default, and staging models for Retail and
  Wholesale portfolios
• Oversee model performance
  monitoring activities, including back-testing, benchmarking, and readiness
  for validation
• Define and execute the ...