Role details

Business Analyst - Quantitative Analytics

Toronto   •  Temporary

Bullet points

  • Capital Markets Data Management
  • Quantitative Risk Modeling

About Our Client

A Leading Canadian Bank

Job Description


The Senior Business Analyst - Data Management, is primarily responsible for processes that assess the performance of Capital Markets exposure monitoring and maintain the accuracy of limit monitoring on a daily basis. The Senior Analyst will perform Behavioral Stress-Testing, implemention of new Technology, etc. They will work on data warehousing, managing, quantitative risk modeling, and take business requirements and translate them into data requirements.


  • Produce daily, weekly, monthly and quarterly limit monitoring process checks to ensure accurate and timely monitoring, and escalate issues to management;
  • Produce analysis of limit and risk metric monitoring processes as requested by management;
  • Ensure that reporting processes are fully and accurately documented;
  • Validate that all spreadsheets and other manual applications used as Business Management Applications (BMAs) are identified, reviewed, and documented;
  • Produce daily risk reports for select businesses and ensure that the exposures and limit monitoring are accurate and timely;
  • Be an active team member and support others in the Risk Analytics team to generate risk reports for a variety of asset classes and/or trading desks when required;

The Successful Applicant



  • MUST HAVE: VBA, SQL, Excel
  • Have a background in Treasury and regulatory projects
  • Quantitative Risk Modeling knowledge
  • Familiar with performance tracking and documentation of processes
  • Understanding of capital markets products and key market risk management concepts including Value-at-Risk (VaR), stress testing, and the "greeks"
  • Basic knowledge of regulatory requirements as it relates to documentation and reporting (such as BCBS239)


  • Excellent communication skills to document processes and produce management reports
  • Strong attention to detail
  • Ability to create and maintain macros in VBA
  • Identify opportunities to improve efficiency, processes, calculations, and the work environment

What's on Offer

A Competitive Package

Apply for this job

Click the Apply or LinkedIn button below or contact Austin Lehman quoting job reference 1215611
As you are using an Apple iOS device we are unable to offer you the CV upload function. Please apply with your Linkedin profile below or contact Austin Lehman quoting job reference 1215611