"Quantitative Risk Management (QRM) Developer - Powershell Scripting

"QRM Developer

Toronto - 3-4 days WFO

Seeking a QRM Developer to support Treasury, ALM, Liquidity, and Risk functions by developing QRM models and automating operational workflows using PowerShell and Ansible.

Key Responsibilities

Build and maintain QRM ALMLRMFTP models.Configure assumptions, behavioral models, forecasting logic, and data mappings.

Automate tasks and deployments using PowerShell and Ansible.

Support daily weekly QRM runs, troubleshoot issues, and ensure model stability.

Manage data ingestion, validation, and ETL flows for QRM.

Collaborate with Treasury, Risk, Finance, and IT teams.

Maintain documentation, support audits, and ensure model governance.

Required Skills

Handson experience with QRM (ALM, Liquidity, FTP, risk simulations).

Strong PowerShell scripting skills.Ansible automation experience.

Solid SQL, data integration, and ETL understanding.

Knowledge of Treasury, ALM, Liquidity, IRRBB concepts.

Preferred Skills

CICD exposure (e.g., Jenkins).Windows Server knowledge.

Banking or financial services experience."