Risk Analyst - Python, Matlab, SQL, Excel
On behalf of our client in the Banking Sector, PROCOM is looking for a Risk Analyst - Python, Matlab, SQL, Excel.
Risk Analyst - Python, Matlab, SQL, Excel – Job Description
The team is responsible for developing, maintaining, documenting and monitoring the performance on an ongoing basis of market risk models across various asset classes (including fixed income, interest rate derivatives, equity, and foreign exchange)
This includes ensuring that the model's underlying methodologies are appropriate and that the models are implemented with integrity so that they accurately measure bank’s market risks
The models will be documented for review and approval by internal validation, and the results presented to senior management at various committees
Develop and maintain models used for the measurement of market risk (VaR, SVaR, Risk Not in VaR, stress)
Work with model users to understand the modeling requirements
Understand the features of the products being modeled
Make recommendations on model methodologies and implementation details
Provide business requirements and user acceptance criteria to IT, and validate implementation using benchmark models which have been developed
Document and work with internal validation to facilitate approval of models
Develop tools to assess and monitor model performance, including assumptions and limitations, on an ongoing basis for reporting to the various model monitoring governance committees
Investigate and remediate modeling issues identified through ongoing monitoring or by internal validation
Recalibrate models on a regular basis
Re-assessment and testing of models, including assumptions and limitations and benchmarking against alternative models, and documentation of the results in models, whitepapers and annual assessments for review by internal validation
Risk Analyst - Python, Matlab, SQL, Excel – Mandatory Skills
Masters in financial engineering, or a degree in another quantitative subject such as physics, statistics, mathematics or mathematical finance and/or a relevant professional qualification, with concentration in quantitative methods and/or finance.
Broad product knowledge across various asset classes and knowledge of regulatory & internal risk management requirements for market risk
Excellent programming skills (e.g., Python, MatLab)
Data management and analysis skills (SQL and Excel required)
Strong analytical and problem-solving skills
Risk Analyst - Python, Matlab, SQL, Excel - Assignment Start Date
ASAP – 6 months to start
Risk Analyst - Python, Matlab, SQL, Excel - Assignment Location
Toronto, ON – Work Hybrid
Risk Analyst - Python, Matlab, SQL, Excel • Toronto, Ontario, Canada
SYSTRA Canada is part of the SYSTRA group, an international consulting and engineering group, a world leader in the design of transport infrastructures.SYSTRA Canada is an engineering and consultin... Show more
A financial technology firm is seeking a Director of Credit Risk Modeling & Analytics to enhance decision-making systems and improve credit risk strategies.The role entails developing predictive fr... Show more
As Senior Analyst, Third Party Risk Reporting & Compliance, you are expected to fully support the Sr.Manager, Reporting & Compliance with comprehensively executing against quarterly enterprise, reg... Show more
Hard Rock Digital is a team focused on becoming the best online sportsbook, casino, and social gaming company in the world.We’re building a team that resonates passion for learning, operating, and ... Show more
Credit Risk Management Department.Head and Senior Manager of Credit Risk Management Department.Model Development and Optimization.Design, develop, and optimize credit rating models to solve busines... Show more
Being a traditional bank just isn’t our thing, so we challenge ourselves to get creative in providing innovative banking solutions for Canadians.How do we get there? With a talented team of inquisi... Show more
A national housing organization is looking for a Senior Analyst, Modelling to join their Insurance and Securitization team in Ottawa.This role involves applying advanced analytical skills to develo... Show more
SYSTRA Canada is part of the SYSTRA group, an international consulting and engineering group, a world leader in the design of transport infrastructures.SYSTRA Canada is an engineering and consultin... Show more
A prominent pension plan in Toronto is seeking a Risk Analyst to join their Total Plan Risk Management team.This role involves providing risk insights, developing analytics programs, and enhancing ... Show more
Being a traditional bank just isn’t our thing, so we challenge ourselves to get creative in providing innovative banking solutions for Canadians.How do we get there? With a talented team of inquisi... Show more
Transform catastrophe modeling as a Senior Risk Analyst.Utilize your extensive analytical skills to enhance insurance offerings and support vital risk management initiatives.In this critical role, ... Show more
Haventree Bank is a private Canadian Schedule 1 bank specializing in alternative mortgage programs and insured GIC deposits.We help hardworking Canadians from coast-to-coast achieve homeownership b... Show more
Our client, a Top 5 bank in Canada, is looking to hire a Risk Analyst - "GSOC Analyst" in the Corporate Strategy team for an initial 6-month contract with a high possibility of extension and conver... Show more
NOTE: HYBRID work model, 4-days/week in office.Office located in Toronto, Ontario.Type: 8‑Month Contract, 8 hours/day, 40 hours/week.Hours 7:00AM to 3:00PM Mon to Fri.As a Senior Risk Analyst you w... Show more
Transform market risk analytics as a Python & Market Risk Analyst with Insight Global at a premier bank in downtown Toronto.This 12-month contract integrates Python expertise with process automatio... Show more
Location: Toronto, ON — Hybrid (Days onsite, with Wednesday being mandatory).Support day-to-day operations to enable supplier governance and oversight activities throughout the third‑party lifecycl... Show more
Working Location: First Canadian Place – 3 days in office.The candidate will be supporting the team responsible for maintaining the Operational Non-Financial Risk (ONFR) program framework, includin... Show more
Shape the future of credit risk analysis at Tangerine as a Senior Analyst.This role focuses on using advanced data tools to monitor and report on credit risk metrics within the bank’s lending portf... Show more
A leading insurance provider in Canada seeks a Senior Actuarial Analyst for their Reserving team.This role involves analyzing claim reserve levels, supporting quarterly and year-end reports, and co... Show more
Explore a critical role in credit risk analytics at Questrade Financial Group, North York, ON.This hybrid position fuses human collaboration with advanced AI capabilities to optimize financial serv... Show more
){kind=logo}
