Senior Quantitative Analyst

Position: Senior Quantitative Analyst at ATB
ATB is seeking a Senior Quantitative Analyst dedicated to Risk Analytics. This position offers a hybrid scheme, combining technical skills with financial risk management insights.

In this essential role, you'll support the FRM team through detailed model documentation, calibration processes, and in-depth backtesting activities. Your analytical skills will help facilitate ATB's risk management, enhancing its service delivery within the financial sector and ensuring compliance with established frameworks.

Key Responsibilities:

• Develop and maintain risk model documentation and governance

• Conduct routine model parameter reviews and calibrations

• Execute backtesting and contribute to quarterly risk reports

• Partner in the setup and testing of new risk models

• Track issues and maintain model inventory documentation

Requirements:

• Master’s degree in a relevant quantitative discipline

• 2-5 years of experience in risk analysis or model validation

• Strong coding capabilities in Python and SQL;
Murex familiarity is a plus

• In-depth knowledge of risk metrics and methodologies

• Expertise in technical writing and structured reporting

Enhance ATB’s capabilities in financial risk management through your quantitative expertise.
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