Data Scientist

Attendance

Hybrid

Job number

30304

Category

Intermediate Professional

Status: Permanent

Type of Contract

Permanent

Schedule: Full-Time

Full Time / Part Time?

Full-Time

Posting date

13-Jan-2026

Area(s) of interest: Information technology, Risk management, Business intelligence and data

Location(s): Montreal

As a Data Scientist in the Credit Risk Models team at National Bank, you’ll be acting as an expert in credit risk modelling to develop and deploy models to assess the credit risk of the bank's Personal and Commercial customers. It means applying rigorous statistical and financial analysis methods on large databases to find the risk factors that will make it possible to quantify the credit risk associated with each borrower. It also means monitoring the performance of all the models in place. It will be through your autonomy, your rigor and your spirit of initiative that you will stand out.

Your role:

Develop PD, LGD and EAD regulatory models following a rigorous and documented approach
Perform quantitative personal and business portfolio analysis
Explain and defend the models developed with internal partners and regulatory authorities
Actively participate with IT partners and business lines to ensure the understanding and implementation of the models developed
Monitor the performance of models developed using recognized statistical measures (backtesting)

Your team:

Within the Credit Analytics and Climate Risks sector, you are part of a vice-presidency of about a hundred colleagues and a team of four expert colleagues. You report to the Director - Analytics - Credit Risk Models. Our team stands out for its varied expertise in credit risk and quantitative methods. You have a flexible and hybrid working environment.

Prerequisites:

Bachelor's degree related to the industry (mathematics, statistics, econometrics, financial engineering, etc.) and 3-5 years of relevant experience or Master's degree related to the industry and 1-3 years of relevant experience
Experience in statistical and probabilistic modeling
Good programming knowledge, preferably SAS or SQL
Knowledge of the Basel Accord and IFRS9 is an asset
Good writing skills (technical documentation, PowerPoint presentation)

Languages:

English, French

Reason to require this language: you will need to discuss frequently with our service providers or partners who speak a language other than French.

Skills

Banking Data Structures Diversity & Inclusion Probability Problem Solving Python Statistical Analysis Systems Programming Statistics Teamwork Data-Driven Decision-Making Detail-oriented Learning Agility Resiliency Data pipeline Exploratory Data Analysis

Your benefits

In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family.

* Health and wellness program, including many options

* Flexible group insurance

* Generous pension plan

* Employee Share Ownership Plan

* Employee and Family Assistance Program

* Preferential banking services

* Opportunities to get involved in community initiatives

* Telemedicine service

* Virtual sleep clinic

These are a few of the benefits available to you. We have an offer that keeps up with trends as well as your needs and those of your family. 

Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.

We're putting people first

We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people.   Our mission is to have a positive impact on peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees. 

We want our recruitment process to be fully accessible. If you require accommodation, feel free to let us know during your first conversations with us. We welcome all candidates! What can you bring to our team?

Come live your ambitions with us!

Apply

For an environment that supports your career path

There are many varied opportunities for you to progress and develop, and move ahead in your career. This includes on-the-job learning and training, co-development and pairing with other employees, professional support and mentoring, internal career days or discussion forums with our leaders.

For an inclusive and diverse environment

We foster inclusion in an environment where each person’s unique qualities, whether visible or invisible, are celebrated and valued. We welcome all candidates! What can you bring to our team?