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Data Scientist / Portfolio Risk Manager - BMO Financial Group
Data Scientist
Data Scientist and Portfolio Risk Manager responsible for analyzing consumer loan portfolios, building quantitative models, and delivering credit risk recommendations to improve profitability while adhering to retail credit policies and risk appetite.
About the role
Key Responsibilities
- Analyze large consumer loan datasets to identify risk drivers and performance trends.
- Develop, validate, and maintain statistical and machine‑learning models for credit scoring, default prediction, and portfolio stress testing.
- Generate actionable credit policy and portfolio strategy recommendations for senior risk and business leaders.
- Monitor ongoing portfolio performance against risk appetite targets and regulatory requirements.
- Collaborate with data engineering, underwriting, and finance teams to ensure data quality and model integration.
Requirements
- Strong proficiency in Python (pandas, scikit‑learn) and SQL for data extraction and manipulation.
- Experience building and deploying statistical or machine‑learning models in a credit risk context.
- Solid understanding of credit risk concepts, retail loan products, and regulatory frameworks.
- Excellent analytical, problem‑solving, and communication skills, with the ability to translate complex findings into business recommendations.
- Degree in a quantitative field (e.g., Statistics, Computer Science, Economics) or equivalent professional experience.
Skills
pythonsqlmachine learning