Our Client in the Banking and Finance Industry is seeking a Business Analyst for their Downtown Toronto office. This is a 6 months contract to start, possible extension OR Permanency
Models & Methodology BA Senior seasoned and polished individual holding Masters level education in a quantitative discipline with in-depth knowledge of Capital Markets, how the markets operate, common financial products and their main risk drivers, and how financial instruments and derivatives are valued. Strong understanding of derivatives pricing techniques, underlying asset price models, risk measurement frameworks across risk types. Candidate will be responsible for documenting and obtaining approval on the expected methodologies to be used for the FRTB models.
This group this very collaborative and supportive.
EVP (Employee Value proposition):
This role would give exposure to capital markets and the work itself is a combination of business and technical.
RESPONSIBILITIES INCLUDE (but are not limited to):
Responsible for documenting and obtaining approval on the expected methodologies to be used for the FRTB Models.
This role will have to understand all the quantitative models for specific capital markets products.
TOP SKILLS / EXPERIENCE:
5+ years of experience of past experience within quantitative discipline.
Business Analyst experience, including experience producing related artifacts, considered an asset
Strong understanding of derivatives pricing techniques, familiarity with several underlying asset price models and with various numerical techniques. This is the most important part of this role
In-depth knowledge of Capital Markets: how the markets operate, what the products are, what the main risk drivers are, how the financial instruments and derivatives are revalued, and the industry standards, including any shortcomings thereof.
Familiarity with market risk modelling techniques and regulatory requirements
Experience with model validation techniques and processes
Ability to challenge the proposed methodologies and to provide alternative solutions
Specific audit mind-set and skills to review methodologies, particularly those that are regulation-driven
Excellent understanding of risk measurement frameworks across risk types (i.e. market risk, credit risk, operational risk) and/or within risk types (e.g. VaR, Stressed VaR within market risk) IRC
Degree-level education in a quantitative discipline (e.g. Finance, Mathematics or Engineering) essential.
Post graduate qualifications within a relevant field (MS- Finance, MBA, etc.)
NICE TO HAVE SKILLS/EXPERIENCE:
Ideal a PhD candidate
additional certifications such as CFA, FRM, PRIMA preferred
Degree-level education in a quantitative discipline (e.g. Finance, Mathematics or Engineering) essential. Post graduate qualifications within a relevant field (MS- Finance, MBA, etc.) and additional certifications such as CFA, FRM, PRIMA preferred
To Apply, Please send your resume to: k.sinha@.maxsys.ca
|Application Deadline||August 31, 2018|
|Experience Required||5+ years|
|Job Duration||6 months|