Job Description

The Capital Markets Data Valorization Team is looking for a senior data scientist to join the dynamic market risk model design team, which works closely with the middle office and data validation team. You will play a key role in implementing and documenting the methodology for models related to derivatives, market risk metrics (VaR, stress tests) and regulatory frameworks (FRTB, SIMM, ICAAP). The position requires solid technical expertise, demonstrated leadership skills, and a strong ability to collaborate and influence, combined with excellent communication and problem-solving skills, so that you can contribute effectively to strategic initiatives. More specifically, you will be required to :

• Be responsible for updating and ensuring the quality of the methodological documentation for derivatives and market risk models.
• Update quantification methodologies for risk metrics (VaR, stress tests) and regulatory frameworks (FRTB, SIMM, ICAAP).
• Supervise and validate the review of model inputs and components, and arbitrate methodological issues.
• Be accountable for implementing complex new products in risk systems (Murex, MSCI RiskMetrics, FIS Adaptiv).
• Lead workshops, develop a framework for model needs and ensure alignment between stakeholders.
• Define and promote strategic directions for risk modelling and ensure continuous improvement.

What we offer*

• 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 and telework equipment

*Benefits apply based on eligibility criteria.

#LI-Hybrid

What you bring to the table

• Bachelor’s degree in finance, financial engineering or a related field
• A minimum of six years of relevant experience, ideally in a market risk management or financial market environment, including experience working with a middle office, modelling team or model validation team
• Please note that other combinations of qualifications and relevant experience may be considered
• Experience with at least one risk system, such as Murex, MSCI RiskMetrics or FIS Adaptiv
• Knowledge of French is required
• Advanced proficiency of English due to the nature of the duties or work tools or because the position involves interactions with English-speaking partners, members and/or clients
• Advanced Excel skills
• Practical knowledge of programming languages such as Python, SQL and other relevant languages

Action oriented, Complexity, Customer Focus, Differences, Innovation, Interpersonal Savvy, Nimble learning

Trade Union (If applicable)

At Desjardins, we believe in equity, diversity and inclusion. We're committed to welcoming, respecting and valuing people for who they are as individuals, learning from their differences, embracing their uniqueness, and providing a positive workplace for all. At Desjardins, we have zero tolerance for discrimination of any kind. We believe our teams should reflect the diversity of the members, clients and communities we serve.

If there's something we can do to help make the recruitment process or the job you're applying for more accessible, let us know. We can provide accommodations at any stage in the recruitment process. Just ask!

Job Family

Data (FG)

Unposting Date

2026-07-22