Quantitative Analyst- C#​/Banking​/Trading Models

Overview

Are you ready to apply your quantitative skills in a leading financial institution? This role calls for a Quantitative Analyst specializing in C#, banking, and trading models, with opportunities to contribute to stress testing and risk modeling within a dynamic Trading Risk Model Development team.

This position supports internal and regulatory stress testing programs in a fast-paced environment.

Pay rate range (CAD): $53.99/hr – $64.79/hr

• Analyze, develop, maintain, and execute market risk stress testing models and methodologies
• Research and implement new modeling techniques to project financial variables for stress testing programs
• Execute stress testing models during testing cycles and ensure compliance with model lifecycle requirements
• Document modeling approaches clearly in technical reports for transparency and review
• Collaborate with stakeholders across the bank, including model validation and risk control teams
• Investigate and resolve modeling issues, ensuring the accuracy and robustness of models
• Support the development and enhancement of risk models supporting internal and regulatory stress tests
• Maintain current models and recommend improvements to enhance effectiveness and efficiency
• Communicate technical insights and modeling methodologies effectively to stakeholders

• Graduate degree in quantitative finance or relevant quantitative field
• 2 to 4 years of practical experience in quantitative finance, statistical modeling, or similar roles
• Strong analytical and problem-solving skills with a focus on risk modeling
• Proficiency in programming with C#, R, and Python
• Knowledge of financial derivatives valuation and market risk modeling across asset classes (rates, credit, equity, FX)
• Ability to develop, maintain, and execute stress testing models
• Excellent technical writing and verbal communication skills
• Ability to work effectively both independently and in a team environment

• Experience with C++ programming
• Knowledge of regulatory stress testing frameworks such as DFAST, EWST, MST
• Familiarity with model validation processes and governance policies
• Prior experience working within a financial institution’s risk or modeling teams

Beach Head is an equal opportunity agency and employer. We advocate for our candidates and welcome applicants regardless of race, color, religion, national origin, sex, age, or physical or mental disability. Beach Head or our clients may use technology-enabled tools to support parts of the recruitment process. This job posting represents a current or anticipated vacancy. The position may be filled at any time, and the posting may be removed without notice once the role has been filled.

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