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

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.

Accountabilities

  • 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

Qualifications

Knowledge

  • 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)



Skills

  • 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
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