Quantitative Finance Specialist Hybrid

Join a leading North American bank as a Business Information Management Specialist II in Toronto. This role is a hybrid opportunity focused on developing stress testing models using statistical techniques.

As part of the Trading Risk Model Development team, you will research, develop, and maintain models for various market risk scenarios. Candidates must demonstrate proficiency in R and Python, along with a solid foundation in quantitative finance as part of their academic or professional background.

Key Responsibilities:

• Develop methodologies for stress testing market risk

• Execute models during stress testing cycles

• Maintain and enhance existing modeling systems

• Document methodologies for transparency

• Collaborate with diverse stakeholders for model implementation

Requirements:

• 2–4 years’ experience in quantitative finance

• Strong analytical and modeling skills

• Programming skills in R and Python

• Excellent verbal and written communication skills

• Graduate degree in quantitative finance or similar

Utilize your quantitative skills to enhance model development within a prestigious financial institution in Toronto.
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