Job Title : Senior Risk Data Engineer / Risk Management Data Analyst
Location : Toronto, ON - Canada
Responsibilities:
Must have
• Experience working on projects (Agile methodologies) related to pricing/risk and Market and Credit/Counterparty data for Risk engines
• Relevant Risk experience: Modeling of different product types including Bonds, Equity, FX, etc. for Market and Counterparty Credit Risk exposures
• Understanding of financial Instruments including several types - Rates Derivatives, Credit Derivatives, Equity Derivatives FX Options & FX Cash, and their valuation; Exposure to Banking Loan Books and other products
• Knowledge of market and counterparty risk management is useful
• 10+ years of previous work experience as a Business or Data Analyst, or in a technical/functional Role
• Documentation skills – the ability to succinctly articulate requirements, summarize data analysis, and present to business users and the development team
• Use of Python, Anaconda, Pandas, Jupyter, Linux, Hadoop, Hive, Spark, and other big data technologies
• Strong data analysis skills are required including analyzing large data sets in using SQL queries and other modeling tools
• Producing and using Data Catalogues, understanding data models, and business process modeling
• Experience building enterprise-scale applications involving large data volumes and computations
• Bachelor’s degree in Science, Information Technology, Computer Science or other quantitative discipline
Nice to Have
• Good understanding of Climate Risk Initiatives, Environmental, Social, and Governance investment policies & framework for financial institutions
• Professional risk/finance certifications (. FRM, PRM, CFA)
Senior Risk Data Engineer / Risk Management Data Analyst - Toronto, ON • Toronto, Ontario, Canada