Overview

Data Scientist – Credit Risk Management

TFG Financial Corporation, Jasper, Alberta Canada (Remote within Canada). Salary: $135,500–$140,000 per year. Job type: Full-time. Standard business hours PST.

Department: Risk Management / Credit Analytics. Reports to: President.
Position: Permanent, full-time. Location: Remote (within Canada).

What’s the job

We are seeking a highly analytical and detail-oriented Data Scientist to join our Credit Risk Management team. You will develop, validate, and maintain credit risk models used to assess the level of credit risk in lending activities, including: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Pre-Provision (PP), Stress Testing Models, and Challenger Models. You will conduct in-depth data analysis, ensure model compliance with regulatory standards, and collaborate with business units to support risk mitigation and improve portfolio performance.