Data Scientist, Prospective Analysis Modelling

il y a 2 jours


LurcyLévis, Auvergne-Rhône-Alpes, France Desjardins Temps plein

The Prospective Analysis Department's primary mandate is to produce and coordinate forward-looking risk management analyses for Desjardins Group, including sensitivity analyses, scenario analyses and stress testing. These analyses are carried out in partnership with various experts in risk management and finance, as well as collaborators from other Desjardins Group business sectors. As a data scientist for prospective analysis modelling, you help with prospective analysis, quantification and modelling of the risk parameters used to calculate expected credit loss. The goal is to support strategic risk management and build Desjardins Group's financial strength. You carefully review how the IFRS 9 provision is calculated, and you carefully review the administrative department's analysis reports. These activities require knowledge of modelling and projecting risks, current Basel standards and regulations, and statistical knowledge. More specifically, you will be required to:

  • Design, use and develop econometric projection models for risk parameters and diligently prepare associated documentation.

  • Develop tools to project and integrate risks with aggregated risk and financial measures.

  • Calculate forward-looking risk information used to calculate IFRS 9 provisions.

  • Calculate expected loss projections and IFRS 9 provisions as part of various forward-looking analyses, including budget exercises and stress testing.

  • Balance business needs, risk management, requirements and best practices.

  • Contribute to projects, mandates or activities in your field of expertise.

  • Monitor the industry to understand and anticipate trends in your field of expertise to develop and update relevant best practices for the organization

What we offer*

  • Competitive salary and annual bonus

  • 4 weeks of flexible vacation starting in the first year

  • Defined benefit pension plan that provides predictable, stable income throughout retirement

  • Group insurance including telemedicine

  • Reimbursement of health and wellness expenses  and telework equipment

* Benefits apply based on eligibility criteria.

#LI-Hybrid

What you bring to the table

  • Bachelor's degree in a related field

  • A minimum of four years of relevant experience

  • Please note that other combinations of qualifications and relevant experience may be considered

  • Experience quantifying risks and/or capital

  • Experience in econometric and statistical modelling

  • Knowledge of French is required

  • Intermediate advanced proficiency of English due to the nature of the duties or work tools or because the position involves interactions with English-speaking partners, members and/or clients

  • Proficiency with SAS, SQL and Python programming tools

  • Knowledge of risk and macroeconomic concepts

  • Knowledge of Basel standards and IFRS 9

Action oriented, Complexity, Customer Focus, Differences, Innovation, Interpersonal Savvy, Nimble learning

Trade Union (If applicable)

At Desjardins, we believe in equity, diversity and inclusion. We're committed to welcoming, respecting and valuing people for who they are as individuals, learning from their differences, embracing their uniqueness, and providing a positive workplace for all. At Desjardins, we have zero tolerance for discrimination of any kind. We believe our teams should reflect the diversity of the members, clients and communities we serve.

If there's something we can do to help make the recruitment process or the job you're applying for more accessible, let us know. We can provide accommodations at any stage in the recruitment process. Just ask

Job Family

Data (FG)

Unposting Date



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