1 Quantitative Risk Analyst

Job title:

1 Quantitative Risk Analyst

Company

Randstad

Job description

Pricing and Risk Analyst is responsible for methodologies related to market risk, counterparty credit risk and new emerging risks. This includes model specification, implementation, performance monitoring, documenting and presenting of these methodologies.Responsibilities

• Develop, implement, document, maintain and monitor methodologies for market risk and CCR across various asset classes (includes fixed income, interest rate derivatives, equity, and foreign exchange). This includes, but not limited to VaR / SVaR / FRTB approaches and PFE calculations.
• Work with Risk IT, Enterprise IT, and Counterparty Credit Risk and Market Risk teams to implement end-to-end solution for projects.

Advantages
What’s in it for you?
We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

• A comprehensive Total Rewards Program including bonuses and flexible benefits and competitive compensation.
• Leaders who support your development through coaching and managing opportunities.
• Ability to make a difference and lasting impact.
• Flexible work/life balance options.
• Work in a dynamic, collaborative, progressive, and high-performing team.
• Opportunities to do challenging work.

ResponsibilitiesResponsibilities are heavily focused on building Pricing Models and Risk Models along with evaluation the models and working with Python and SQL

• Develop, implement, document, maintain and monitor methodologies for market risk and CCR across various asset classes (includes fixed income, interest rate derivatives, equity, and foreign exchange). This includes, but not limited to VaR / SVaR / FRTB approaches and PFE calculations.
• Work with Risk IT, Enterprise IT, and Counterparty Credit Risk and Market Risk teams to implement end-to-end solution for projects.

QualificationsWhat do you need to succeed?
Must-have

• 2+ years of working experience in pricing, market risk, CCAR or counterparty credit risk
• Masters in Financial, Engineering, Statistics/Mathematics/Physics or equivalent.

PhD in Finance, Engineering or Applied Sciences is a plus.

• Knowledge about pricing models and quantitative analytics.
• Strong programming experience in Python and SQL.
• Strong communication skills in oral and written formats.
• Team players to collaborate and innovate.
• Self-motivated with a high level of analytical capabilities and attention to detail
• Eager to learn.

Nice-to-have

• Experience in a similar role

Summary
Looking for a Pricing/Risk Analyst who is well versed with building models for pricing and evaluating risk using SQL and Python.Randstad Canada is committed to fostering a workforce reflective of all peoples of Canada. As a result, we are committed to developing and implementing strategies to increase the equity, diversity and inclusion within the workplace by examining our internal policies, practices, and systems throughout the entire lifecycle of our workforce, including its recruitment, retention and advancement for all employees. In addition to our deep commitment to respecting human rights, we are dedicated to positive actions to affect change to ensure everyone has full participation in the workforce free from any barriers, systemic or otherwise, especially equity-seeking groups who are usually underrepresented in Canada’s workforce, including those who identify as women or non-binary/gender non-conforming; Indigenous or Aboriginal Peoples; persons with disabilities (visible or invisible) and; members of visible minorities, racialized groups and the LGBTQ2+ community.Randstad Canada is committed to creating and maintaining an inclusive and accessible workplace for all its candidates and employees by supporting their accessibility and accommodation needs throughout the employment lifecycle. We ask that all job applications please identify any accommodation requirements by sending an email to accessibility@randstad.ca to ensure their ability to fully participate in the interview process.

Expected salary

Location

Toronto, ON

Job date

Sun, 17 Nov 2024 02:19:39 GMT

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