Risk Analyst – Expert

JOB DESCRIPTION

Location: Hybrid | Downtown, Toronto

Duration: 6 months

Our client a leading financial institution in Downtown Toronto, is looking for a Risk Analyst – Expert to be able to identify, analyze and rectify project issues as they arise. The successful candidate will have the opportunity to work with one of the Top 5 Banks in Canada.

Typical Day in role:

  • Support model development of trading book FRTB default risk charge model.

Must-Have Skills:

  • Python, SQL, experience/knowledge working in regulatory default risk capital model development under FRTB framework. The candidate is expected to possess a good understanding of risk management, capital adequacy, reference data handling and has a sound grasp of governance controls and documentation practices.
  • The role requires strong analytical skills and ability to work with large datasets, perform validation and troubleshoot complex data modelling issues. The candidate should have working knowledge in python scripting and capable of adapting these skills to PySpark for large scale data processing.
  • Working knowledge of risk measurement (i.e. market risk) and valuation methodology of capital markets and banking products with any risk system
  • Proven business analysis and problem-solving skills
  • Ability to identify, analyze and rectify project issues as they arise
  • Well-developed PC Skills with respect to spreadsheets, access database and presentation software
  • Ability to construct and execute complex SQL queries to extract information
  • Ability to deal with ambiguous inputs/user requirements and able to question, interpret, investigate, define the ambiguity and obtain answers
  • Ability to convey complex conceptual information involving extensive interpretation and opinion which would involve technical and business components
  • Ability to develop coding python

Nice-To-Have Skills: N/A

Soft Skills Required:

  •  Strong communications

Education:

  • Highest Education

Finance professional is committed to creating an inclusive environment where all team members and clients feel like they belong. We seek applicants with a wide range of abilities and we provide an accessible candidate experience. We advocate for you and welcome anyone regardless of race, color, religion, national origin, sex, physical or mental disability, or age.