Job Description
The Prospective Analysis Department’s primary mandate is to produce and coordinate forward-looking risk management analyses for Desjardins Group, including sensitivity analyses, scenario analyses and stress testing. These analyses are carried out in partnership with various experts in risk management and finance, as well as collaborators from other Desjardins Group business sectors. As a data scientist for quantitative prospective analysis, you’ll help analyze and quantify projections for IFRS 9 provisions and credit-weighted assets in order to support strategic risk management and contribute to Desjardins Group’s financial soundness. These activities require knowledge of modelling and projecting risks, current Basel standards and regulations, and statistical knowledge.
- Calculate the forward-looking risk information used to calculate IFRS 9 provisions.
- Calculate expected loss projections and IFRS 9 provisions as part of various forward-looking analyses, in...