onsite
Data Scientist - Model Validation - Desjardins
Data Scientist
Data Scientist specializing in model validation, responsible for assessing, monitoring and improving quantitative models using Python, R, SQL and advanced statistical and machine‑learning techniques to support risk management and business decisions.
About the role
Key Responsibilities
- Validate and back‑test predictive and risk models throughout their lifecycle, ensuring compliance with internal standards and regulatory requirements.
- Design and implement statistical tests, performance metrics, and stress‑scenario analyses to assess model robustness.
- Collaborate with model developers, business analysts, and risk managers to interpret results and recommend model enhancements.
- Automate validation workflows using Python, R and SQL to improve efficiency and reproducibility.
- Document validation procedures, findings, and remediation plans, and present insights to senior stakeholders.
Requirements
- Advanced degree (MSc/PhD) in Data Science, Statistics, Computer Science, or related field.
- 3+ years of experience in model validation, risk analytics, or quantitative modeling.
- Proficiency in Python and R for statistical analysis, as well as strong SQL querying skills.
- Solid understanding of machine‑learning algorithms, statistical modeling, and model risk management frameworks.
- Excellent communication skills to translate technical findings into actionable business recommendations.
Skills
pythonsqlmachine learning