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Business Analyst (Risk Manager)

Business Analyst (Risk Manager)

Cynet SystemsToronto, ON
30+ days ago
Salary
CAD60 hourly
Job description

Job Description : Must Have :

  • Experience working on projects related to pricing / risk and market data for Risk engines.
  • Previous work with Market Data / Risk Factors sourcing and Scenario Generation, Time Series and Analytical Data bases.
  • Modeling of different product types including Bonds, Equities, FX, Commodities, and Interest Rates etc.
  • Enhancements required in IRM to onboard new product types and produce sensitivities (Delta, Vega, Gamma) and PnL vectors.
  • Understanding of financial Instruments including the various types - Rates Derivatives, Credit Derivatives, EquityDerivatives FX Options and FX Cash etc and their valuation.
  • Strong knowledge of market risk management (Basel / FRTB, VaR, Greeks etc.) is essential.
  • 10+ years previous work experience as a Business or Data Analyst, or in a technical / functional Role.

Documentation Skills :

  • Ability to succinctly articulate requirements, summarize data analysis and present to business users and development team.
  • Proficiency in the use of Python1, Linux, Hadoop, Hive, Spark and other big data technologies.
  • Strong data analysis skills are required including analyzing large data sets using SQL queries.
  • Experience building enterprise scale applications involving large data volumes and computations.
  • Bachelors degree in Information Technology, Computer Science or Quantitative finance, Mathematics or related field.

    • Nice To Have :

  • Good understanding of Basel regulatory environment and its evolution and challenges.
  • Professional risk / finance certifications (e.g., FRM, PRM, CFA).
  • Relevant FRTB SA and Internal Risk Management experience.