Risk Analyst Advanced (Quant Developer Derivative Pricing)

Raise
Toronto, Ontario
Full-time
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Job Description

Risk Analyst Advanced (Quant Developer Derivative Pricing)

Location : Toronto, ON Hybrid - (3 days on site)

Contract Length : 12 Months with possibility of extension.

Our client is the Canadian gold standard in the Financial Services Industry.

We are looking for Risk Analyst Advanced (Quant Developer Derivative Pricing).

We at Raise are hiring a Risk Analyst Advanced (Quant Developer Derivative Pricing) for one of our top clients. After establishing themselves as an industry leader, they’re now expanding their team to meet rising demand.

We’re hiring right now; if you’re interested, apply below for your chance to join a great place to work.

What will you do? (there is lots more on this in a nutshell )

Develop, implement, document, maintain and monitor methodologies for market risk and CCR across various asset classes (includes fixed income, interest rate derivatives, equity, and foreign exchange).

This includes, but not limited to VaR / SVaR / FRTB approaches and PFE calculations.

  • Work with Risk IT, Enterprise IT, and Counterparty Credit Risk and Market Risk teams to implement end-to-end solution for projects.
  • Project based.

If you are right for his role, you probably have :

  • 1- 2 years of working experience in pricing, market risk, CCAR or counterparty credit risk.
  • Advanced degree in quantitative finance, engineering, math, physics (Master’s or PhD preferred)
  • Strong quantitative background or strong programming skills.
  • Strong programming experience in Python and SQL.
  • Strong communication skills in oral and written formats.
  • Top skills : Experience in pricing modeling or risk modeling.Excellent communication skills to effectively present findings and translate technical details into business language.

Strong collaboration skills and a team-oriented mindset.

Nice-to-have skills :

Familiarity with SQL (training provided if needed).

Did we pique your curiosity?

3 days ago
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