Data Scientist - Hybrid

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

Qualifications
Required Skills:
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.
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.

Summary
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Randstad Canada is committed to fostering a workforce reflective of all peoples of Canada. As a result, we are committed to developing and implementing strategies to increase the equity, diversity and inclusion within the workplace by examining our internal policies, practices, and systems throughout the entire lifecycle of our workforce, including its recruitment, retention and advancement for all employees. In addition to our deep commitment to respecting human rights, we are dedicated to positive actions to affect change to ensure everyone has full participation in the workforce free from any barriers, systemic or otherwise, especially equity-seeking groups who are usually underrepresented in Canada's workforce, including those who identify as women or non-binary/gender non-conforming; Indigenous or Aboriginal Peoples; persons with disabilities (visible or invisible) and; members of visible minorities, racialized groups and the LGBTQ2+ community.

Randstad Canada is committed to creating and maintaining an inclusive and accessible workplace for all its candidates and employees by supporting their accessibility and accommodation needs throughout the employment lifecycle. We ask that all job applications please identify any accommodation requirements by sending an email to accessibility@randstad.ca to ensure their ability to fully participate in the interview process.