Data Scientist

Data Scientist, contract position

Number of positions:1, 8month initial contract

Location, Ragina SK CA

Must be eligible to work in Canada

hybrid role if near a client's location, will be disclosed upon connected

Remote work is possible, must work CST hours

Roles and responsibilities:

Contribute to the development of IFRS9 parameter models, in accordance with CRM's model development guidelines.

Experience developing PD, LGD, EAD parameter models. Familiarity with IFRS9 modelling frameworks and guidelines.

Expertise in Risk Parameter Calibration: Hands-on experience calibrating Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) for Wholesale and/or Commercial portfolios, ensuring alignment with regulatory requirements such as CAR guidelines where applicable.

Knowledge of time series analysis and macroeconomic modeling, particularly for developing forward-looking credit risk forecasts or scenario analysis.

Must have Skills:

Python programming 5-8yrs

Data and database SQL 5-8yrs

Experience in SQL and Python: Demonstrated ability to utilize these tools for data analysis, model development, and implementation.

Understanding of IFRS 9 and Economic Capital Frameworks: Familiar with methodologies for expected credit loss (ECL) estimation under IFRS 9 and/or frameworks related to Economic Capital, with emphasis on regulatory compliance.