Quantitative Risk Specialist

Advance your expertise as a Senior Quantitative Risk Specialist in a hybrid environment within the Greater Vancouver or Greater Toronto Area. This full-time role is centered on quantitative risk analysis and model validation.

You’ll take on a crucial role in designing and managing models that evaluate market and liquidity risk. Candidates should possess 4-6 years of experience, adeptness in model development, and understanding of bank balance sheets. Collaborate with both internal teams and regulators to implement robust analytic solutions that refine strategic decisions.

Key Responsibilities:

• Validate critical risk models for compliance

• Perform benchmarking and evaluate model performance

• Present findings to diverse stakeholder groups

• Design processes for risk factor identification

• Mentor junior analysts and develop their skills

Requirements:

• 4-6 years of quantitative risk assessment experience

• Master’s degree preferred in quantitative disciplines

• Strong proficiency in Python

• Solid understanding of derivatives pricing and econometrics

• Ability to convey complex ideas clearly

Harness your analytical abilities to effectively shape risk management initiatives.
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