Desjardins General Insurance is seeking a Senior Data Scientist to join their capital markets valuation team, focusing on market risk model design. The role requires strong technical expertise, leadership, and collaboration skills, with responsibilities including model documentation and regulatory compliance
Job Summary
The role involves leading the development and documentation of market risk models for derivatives and regulatory frameworks like FRTB and SIMM.
Candidates will supervise model inputs, arbitrate methodological issues, and drive the implementation of complex products into risk systems.
Desjardins offers a competitive salary, annual bonus, flexible vacation starting from year one, and a defined benefit pension plan.
Matching Summary
Match Score: 85
Desjardins General Insurance is seeking a Senior Data Scientist to join their capital markets valuation team, focusing on market risk model design. The role requires strong technical expertise, leadership, and collaboration skills, with responsibilities including model documentation and regulatory compliance.
Salary
Competitive salary; Annual bonus available; Benefits include flexible vacation, pension, and telework equipment reimbursement
Skills & Requirements
Must-have
8+ years market risk experience
Derivatives and VaR modeling expertise
FRTB, SIMM, ICAAP regulatory knowledge
Murex or MSCI RiskMetrics system proficiency
Python and SQL programming skills
Advanced Excel capabilities
French language fluency required
Nice-to-have
Middle office or model validation background
Strong leadership and influence skills
Collaboration with cross-functional teams
Strategic planning in risk modeling
Complex problem-solving abilities
Key Requirements
Bachelor's degree in Finance or Engineering
Minimum 8 years relevant experience
Experience with Murex, MSCI RiskMetrics, or FIS Adaptiv