Applications Programmer

Astek Group; Toronto; On-site; CAD 100,000 - 125,000; Full time

Job summary

Astek Group is seeking an Applications Programmer for a contract role in Toronto, collaborating in the financial sector. The successful applicant will develop advanced credit risk models and engage in cross-functional projects. This position requires a solid quantitative background and offers a competitive salary.

Benefits

Personalized CARE plan for employees

Diversity & Inclusion Charter

Qualifications

• Graduate degree in Applied Econometrics, Economics, Mathematics, Statistics, Actuarial Science, Computer Science or Physics.
• Experience in developing PD, LGD, and UGD models for credit risk.
• Strong analytical and solution-oriented mindset.

Responsibilities

• Develop PD, LGD, and UGD models for DFAST, EWST, CECL, and IFRS9.
• Design econometric models and conduct research for credit risk modeling.
• Write and maintain robust code for modeling functions.

Skills

Analytical mindset

Team collaboration

Autonomy

Education

Graduate degree in a quantitative field

Job description

1 month ago Be among the first 25 applicants

Direct message the job poster from Astek

Astek is a global leader in technology consulting. With 9,600 experts worldwide, we guide our clients through digital transformation by developing innovative solutions.

In Canada, we excel in IT and engineering. We collaborate with leading companies to tackle major technological challenges, putting innovation, collaboration, and excellence at the heart of our actions.

Join a passionate and committed team ready to bring your ideas to life.

About the Role

On behalf of our client in the Banking industry, Astek Canada is seeking a motivated Applications Programmer ready to take on new challenges.

Your Responsibilities

• Develop PD, LGD, and UGD models for DFAST, EWST, CECL, and IFRS9 usage.
• Design econometric models to explore relationships between credit losses and the macroeconomic environment.
• Design mathematical and statistical algorithms to enhance existing models.
• Conduct applied research for credit risk modeling.
• Perform ad hoc analyses as required by management and other business partners.
• Participate in the design, planning, implementation, and testing of various modeling initiatives.
• Collaborate with non-retail teams and participate in cross-functional projects as needed.
• Produce and maintain well-articulated documentation on the above.
• Write and maintain robust code for performing the above functions.

Your Qualifications

Education / Experience:

• Graduate degree in a quantitative field, such as Applied Econometrics, Economics, Mathematics, Statistics, Actuarial Science, Computer Science, or Physics.

Key Skills:

• Develop PD, LGD, and UGD models for DFAST, EWST, CECL, and IFRS9 usage.
• Design econometric models to explore relationships between credit losses and the macroeconomic environment.
• Design mathematical and statistical algorithms to enhance existing models.
• Conduct applied research for credit risk modeling.
• Perform ad hoc analyses as required by management and other business partners.
• Participate in design, planning, implementation, and testing of various modeling initiatives.
• Collaborate with non-retail teams and participate in cross-functional projects as needed.
• Produce and maintain well-articulated documentation on the above.
• Write and maintain robust code for performing the above functions.

Personal Qualities

• Analytical and solution-oriented mindset.
• Team collaboration and teamwork skills.
• Autonomy and rigor in managing priorities.

The Astek Advantages

• Personalized CARE plan for our employees.
• Diversity & Inclusion Charter.

Ready to Take on the Challenge?

Apply now by sending your CV and discover a rewarding career at Astek Canada.

Seniority level: Associate

Employment type: Contract

Job function: Information Technology, IT Services and IT Consulting

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