Sql Careers in montreal ∙ Page 1

139 Remote & work from home jobs online

SENIOR ANALYST – LOSS AND CAPITAL

Bdc · Montreal, Canada · Hybrid

  • Senior
  • Office in Montreal
Apply Now

We are banking at another level.

Choosing BDC as your employer means working in a healthy, inclusive, and skilled workplace that puts forward the best conditions to bring together unique teams where employees are empowered to act. It also means being at the centre of ambitious economic and financial projects to see further and to do things differently, to fuel the success of Canadian entrepreneurs.

Choosing BDC as your employer also means:

  • Flexible and competitive benefits, including an Employee Savings and Investment Plan where BDC matches part of your voluntary contributions, a Defined Benefit Pension Plan, a $750 wellness and health care spending account, to name a few   

  • In addition to paid vacation each year, five personal days, sick days as necessary, and our offices are closed from December 25 to January 1

  • A hybrid work model that truly balances work and personal life

  • Opportunities for learning, training and development, and much more... 

POSITION OVERVIEW

The Senior Analyst “Loss and Capital Modeling” contributes to the development and monitoring of BDC’s models used for economic capital, general allowance and macro-economic based forecasting models. The incumbent will support improvements in model development practices, risk and capital monitoring, by incorporating best industry practices in risk modeling and advanced analytics.

CHALLENGES TO BE MET

  • Create and develop BDC’s IFRS9 provision, economic capital and macro-economic based forecasting models, in line with industry best practices; 

  • Keep abreast of developments in statistical and machine learning predictive modeling. Recommend and implement best practices ensuring BDC’s models high quality;

  • Understand and extract required data from the Bank’s systems (Azure Data Lake and structured databases);

  • For model deployment in production, provide a code following the best standards, set-up the testing strategy and support the maintenance within a cross-functional team

  • Monitor and backtest models on a regular basis; participate to model data ingestion under a collaborative and governed system;

  • Develop and maintain quality documentation on model development, backtesting for audit and validation, including code versioning (GIT);

  • Support the timely production of the Economic Capital and IFRS9 provision measures;

  • Collaborate with relevant parties such as Validation, Audit, and IT throughout the model lifecycle.

WHAT WE ARE LOOKING FOR

  • University degree in quantitative discipline such as Statistics, Mathematics, Econometrics (Masters preferred).

  • Minimum of five years of relevant experience in quantitative predictive modelling including programming

  • Strong quantitative skills including statistical modelling (time series, estimator and optimization techniques) as well as Python programming language; well-developed ability to adapt to various environments (Azure DevOps on-premises/Cloud, etc);

  • Experience with extracting and manipulating data (SQL)

  • Strong analytical skills and attention to detail

  • Strong team player

  • Good written and verbal communication skills

  • Bilingual in both official languages (English & French)

Proudly one of Canada’s Top 100 Employers and one of Canada’s Best Diversity Employers, we are committed to fostering a diverse, equitable, inclusive and accessible environment where all employees can thrive and feel empowered to bring their whole selves to work. If you require an accommodation to complete your application, please do not hesitate to contact us at [email protected].

While we appreciate all applications, we advise that only the candidates selected to participate in the recruitment process will be contacted.