Senior Risk Data Engineer​/Risk Management Data Analyst

Job Title :
Senior Risk Data Engineer / Risk Management Data Analyst

Location :
Toronto, ON - Canada

Responsibilities:

Must have

• Experience working on projects (Agile methodologies) related to pricing/risk and Market and Credit/Counterparty data for Risk engines

• Relevant Risk experience:
Modeling of different product types including Bonds, Equity, FX, etc. for Market and Counterparty Credit Risk exposures

• Understanding of financial Instruments including several types - Rates Derivatives, Credit Derivatives, Equity Derivatives FX Options & FX Cash, and their valuation;
Exposure to Banking Loan Books and other products

• Knowledge of market and counterparty risk management is useful

• 10+ years of previous work experience as a Business or Data Analyst, or in a technical/functional Role

• Documentation skills – the ability to succinctly articulate requirements, summarize data analysis, and present to business users and the development team

• Use of Python, Anaconda, Pandas, Jupyter, Linux, Hadoop, Hive, Spark, and other big data technologies

• Strong data analysis skills are required including analyzing large data sets in using SQL queries and other modeling tools

• Producing and using Data Catalogues, understanding data models, and business process modeling

• Experience building enterprise-scale applications involving large data volumes and computations

• Bachelor’s degree in Science, Information Technology, Computer Science or other quantitative discipline

Nice to Have

• Good understanding of Climate Risk Initiatives, Environmental, Social, and Governance investment policies & framework for financial institutions

• Professional risk/finance certifications (. FRM, PRM, CFA)