Data Scientist – SAS-to-Python Migration

Job summary

Migrate legacy SAS applications and financial risk models to Python, ensuring functional equivalence through parallel testing, validation, and data reconciliation. Perform data profiling and quality assurance, document data dictionaries and lineage, and support regulatory compliance, audits, and knowledge transfer.

Job details

Data Scientist – SAS-to-Python Migration (Contract) Location: Downtown Toronto, ON Work Arrangement: Hybrid – 4 days onsite, 1 day remote Industry: Banking / Financial Services We are currently seeking an experienced Data Scientist / Senior Consultant to support a strategic SAS-to-Python migration initiative with a leading Canadian bank. The successful candidate will be responsible for migrating legacy SAS applications to Python, with a focus on IFRS9 models, credit risk analytics, data validation, and regulatory compliance. Key Responsibilities: Convert existing SAS scripts and financial risk models into Python, ensuring accuracy and functional equivalence. Conduct parallel testing and validation to ensure consistent outputs between SAS and Python. Perform data profiling, statistical analysis, and quality assurance. Develop and maintain data dictionaries and end-to-end data lineage documentation. Support regulatory compliance, audit requirements, and knowledge transfer activities. Required Qualifications: 5–9 years of relevant experience in SAS migration, data migration, or related technical roles. Advanced proficiency in SAS and Python, with proven hands-on SAS-to-Python migration experience. Strong understanding of IFRS9 modeling and credit risk analytics. Experience with parallel testing, data reconciliation, and validation. Proficiency in data profiling, data quality assurance, and data lineage mapping. Strong technical documentation, analytical, and communication skills. Preferred Qualifications: Previous experience within banking or financial services. Master's degree in Statistics or a related quantitative discipline. Experience supporting regulatory or audit-driven financial modeling initiatives. Note: We use AI tools to: obtain basic information, detect plagiarism, false employment history or references, categorize your skills, and do an initial match with job posting.

What you’ll do

Migrate legacy SAS applications and financial risk models to Python, ensuring functional equivalence through parallel testing, validation, and data reconciliation. Perform data profiling and quality assurance, document data dictionaries and lineage, and support regulatory compliance, audits, and knowledge transfer.

Requirements

Requires 5–9 years of relevant experience, advanced SAS and Python proficiency, and hands-on SAS-to-Python migration experience. Candidates should understand IFRS 9 modeling and credit risk analytics and have experience with testing, validation, data quality, and lineage; banking experience and a quantitative master's degree are preferred.

Listed skills

• Python · Preferred
• Data Validation · Preferred
• Regulatory Compliance · Preferred
• Technical Documentation · Preferred
• Communication · Preferred

Other relevant skills

Identified from the job description. Confirm important requirements above.

• SAS
• Python
• SAS-to-Python Migration
• IFRS 9 Modeling
• Credit Risk Analytics
• Parallel Testing
• Data Reconciliation
• Data Validation
• Data Profiling
• Statistical Analysis
• Data Quality Assurance
• Data Lineage Mapping
• Regulatory Compliance
• Technical Documentation
• Financial Modeling
• Communication

Job areas

• Data & Analytics
• Finance & Accounting
• Technology
• Consulting

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