Scientifique De Données, Conception De Modèles De Risque De Marché

Desjardins General Insurance

Competitive salary; annual bonus included; benefit...
Hybrid
4+ years market risk experience
Murex or msci riskmetrics knowledge
Advanced english proficiency required
Desjardins General Insurance is seeking a Data Scientist to join their dynamic market risk model design team, focusing on methodologies related to derivatives and market risk metrics. The ideal candidate should have a strong technical background, excellent analytical skills, and experience in market risk management, particularly within a middle office or model validation team

Job Summary

  • The role involves contributing to the development and documentation of market risk models for derivatives and regulatory metrics like VaR and stress tests.
  • Candidates must possess at least four years of relevant experience in market risk management, ideally within a middle office or model validation team.
  • The position offers competitive salary, annual bonus, flexible vacation starting from the first year, and a defined benefit pension plan.

Matching Summary

Match Score: 85

Desjardins General Insurance is seeking a Data Scientist to join their dynamic market risk model design team, focusing on methodologies related to derivatives and market risk metrics. The ideal candidate should have a strong technical background, excellent analytical skills, and experience in market risk management, particularly within a middle office or model validation team.

Salary

Competitive salary; Annual bonus included; Benefits include 4 weeks flexible vacation, pension, and health reimbursement

Skills & Requirements

Must-have

  • 4+ years market risk experience
  • Murex or MSCI RiskMetrics knowledge
  • Advanced English proficiency required
  • French language fluency required
  • Python, SQL, or advanced Excel skills

Nice-to-have

  • Experience in middle office or model validation
  • Knowledge of FRTB, SIMM, ICAAP frameworks
  • Strong analytical and communication skills
  • Agile learning mindset
  • Client-oriented approach

Key Requirements

  • Bachelor's degree in finance or engineering
  • Minimum 4 years of relevant experience
  • Fluency in French and advanced English
  • Experience with risk systems (Murex, MSCI, FIS)

Work Rights

Not specified

Tailored Resume

Cover Letter