Data Scientist, Market Risk Models

Desjardins

. Help draft and update methodological documentation for derivatives and market risk models .

Posted 10/14/2026full-timeMontréal • CanadaMid-LevelSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in drafting and updating methodological documentation for derivatives and market risk models, with a strong focus on risk metrics quantification methodologies and regulatory frameworks. Proficient in implementing risk systems and collaborating with stakeholders to enhance risk modeling practices.

Highest-signal resume keywords

Market Risk ManagementRisk Metrics QuantificationMurex ImplementationModel Validation ExperienceAdvanced Excel Skills

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Methodological DocumentationRisk Metrics (VaR, Stress Tests)Regulatory Frameworks (FRTB, SIMM, ICAAP)Risk Modelling PracticesQuantification Methodologies

Soft Skills

Action OrientedInterpersonal SavvyCustomer FocusNimble LearningInnovation

Tools & Technologies

MSCI RiskMetricsFIS Adaptiv

Industry Keywords

Financial EngineeringMarket RiskMiddle OfficeModelling TeamModel Validation Team

About the role

Key responsibilities & impact

Help draft and update methodological documentation for derivatives and market risk models
Help update and document quantification methodologies for risk metrics (VaR, stress tests) and regulatory frameworks (FRTB, SIMM, ICAAP)
Help review model inputs and components in collaboration with stakeholders
Help implement new products in risk systems (Murex, MSCI RiskMetrics, FIS Adaptiv)
Participate in workshops to formalize model needs and support their implementation
Contribute to the development of risk modelling practices through analysis, proposals and exploratory work

Requirements

What you’ll need

Bachelor’s degree in finance, financial engineering or a related field
A minimum of four years of relevant experience in a market risk management or financial market environment
Other combinations of qualifications and relevant experience may be considered
Experience working with a middle office, modelling team or model validation team
Knowledge of French is required
Advanced proficiency of English
Advanced Excel skills
Action oriented, Complexity, Customer Focus, Differences, Innovation, Interpersonal Savvy, Nimble learning

Benefits

Comp & perks

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