Risk Analyst


Posted 11 months ago

We are looking for a Risk Analyst! Reach out if you are interested and feel free to refer friends/colleagues!


Type of Employment: Contract
Title: Risk Analyst
Term: 6-months – 37.5 hours/Week
Location: Toronto ON –  Hybrid Mode: 3-4 days per week on-site, and 1-2 days Work-From-Home (WFH)
Job ID number: C1173


Brief description of duties:


  • Contribute to the next-generation of market risk management framework
  • Develop and maintain risk library in Python to cover all asset classes (interest rate, equity, credit, FX and commodity) in the trading portfolio for market risk, counterparty credit risk and CCAR.
  • Conduct testing and analysis on various market risk and market data initiatives, to ensure the final delivery of the Risk Modernization program.
  • Be proficient with key risk features of the products and risk factor identification process in the trading portfolio
  • Transform the representation of the risk measures and scenarios to estimate risk profit & loss
  • Work with risk and technology partners for data solutions, risk methodology and adopting industrial standard in application design/development
  • Integrate the risk model library with the overall enterprise architecture to provide end to end solution
  • Study & apply the distributed computation with focus on Spark framework
  • Initiate independent research projects to explore better tools and practice to gain efficiency


Must haves: 

  • Working experience in regulatory & internal risk management requirements under market risk, CCAR or counterparty credit risk. Preferred Quantitative modeling skill with risk focus IT development experience
  • Strong Python development skills with focus on finance use cases
  • Masters in Financial, Engineering, Statistics or equivalent. PhD in Finance, Engineering or Applied Sciences
  • Above average oral and written presentation skills: ability to present clearly complicated modelling concepts and techniques to senior management
  • Basic knowledge across capital market products and business
  • Strong interests in finance
  • Strong attention-to-detail
  • Eager to learn

Nice to haves:

  • Experience with financial market data across different asset classes
  • Experience with Agile framework and project management
  • Experience with parallel computing
  • Experience with C++ programming language


Job Features

Job CategoryRisk Analyst

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