| Job ID | 1540 |
| Job Title | Financial Analyst with Programming |
| Permanent/Contract |
Contract
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| Travel (%) | 0 |
| Date Posted |
1/9/2019
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| City | Toronto |
| State/Province |
ON
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| Country | Canada |
| Job Description |
A bank in Downtown Toronto is seeking a financial Analyst for a year contract. The Market Risk Measurement (MRM) group at this bank is searching for an individual with a background in quantitative disciplines, an interest in financial industry modelling, and who has demonstrated continuous development of their skills.
The MRM group is responsible for the development and maintenance of a wide range of risk measurement models in the capital markets space, spanning both market and counter-party credit risk. These are core models for the Bank, used to monitor risk, make strategic decisions about future business directions, and to assess capital adequacy.
Within the MRM team, this role will assist in the continued development of the Value at Risk (VaR) models for regulatory and economic capital. The candidate will also have the opportunity to develop risk models to support new products and business.
The key project for this role will be to work on the development of the CVA VAR (Credit Valuation Adjustment Value at Risk) methodology.
Key Responsibilities:
You will work on enhancing the bank’s market risk models focusing on supporting new products and business opportunities, as well as continually improving current risk models. This position is expected to grow and play a key part in implementing the changes required by Basel’s Fundamental Review of the Trading book over the next few years.
This is a position that requires interaction with a variety of stakeholders including senior management, internal risk teams and trading desks. You will be expected to ensure effective communication and work on a variety of projects concurrently.
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| Job Requirements |
Must Have Skills:
•C++ (60%), Python (40%), and Bash Scripting
•Financial Modeling, Risk Modeling, and Capital Markets
•Linux & Unix Environment
Nice to have skills:
•Team Work
•Good Communication skills
Education: Graduate work in a quantitative discipline such as mathematics, statistics, physics, computer science or quantitative finance
Additional information:
- Ideal candidate will have between 3-5 years of experience
- Contractor will report to Sr. Manager
- Contractor will have opportunity to work some over-time as and when required
- Contractor will have to communicate with traders, reporting teams, and technology teams for their research
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