Business Information Specialist II

Exciting vacancy for a Business Information Management Specialist II at a top-tier Toronto bank. This hybrid role concentrates on the development of market risk and stress testing models.

The successful candidate will join the Trading Risk Model Development group, which focuses on model calibration and support for stress testing programs. Ideal applicants possess strong analytical skills and experience with programming languages R and Python, complemented by a relevant graduate degree in quantitative finance.

Key Responsibilities:

• Create and improve modeling methodologies for risk assessment

• Run stress testing models during required cycles

• Enhance documentation for existing models

• Partner with business units for effective implementation

• Analyze existing models to provide insights

Requirements:

• 2–4 years of experience in quantitative finance

• Strong statistical modeling and analytical background

• Proficient in R and Python languages

• Solid communication skills for technical subjects

• A graduate degree in quantitative finance or related field

Leverage your expertise in quantitative modeling at one of North America's leading banks.
#J-18808-Ljbffr