Applications Programmer

Astek; Toronto; On-site; CAD 110,000 - 240,000; Full time

Job summary

An established industry player seeks a motivated Applications Programmer to join their dynamic team. This role involves developing advanced credit risk models and conducting applied research, offering a unique opportunity to impact the financial sector. You will collaborate with diverse teams, enhancing your skills while contributing to innovative solutions. If you have a passion for technology and a strong quantitative background, this position is perfect for you. Join a committed team that values innovation and excellence, and take your career to the next level with exciting challenges ahead.

Benefits

Personalized CARE plan

Diversity & Inclusion Charter

Qualifications

• Graduate degree in a quantitative field is essential.
• Strong analytical and solution-oriented mindset required.

Responsibilities

• Develop models for DFAST, EWST, CECL, and IFRS9 usage.
• Collaborate on cross-functional projects and produce documentation.

Skills

PD, LGD, and UGD modeling

Econometric modeling

Mathematical algorithms

Statistical algorithms

Applied research for credit risk

Ad hoc analyses

Documentation skills

Robust coding

Education

Graduate degree in Applied Econometrics

Graduate degree in Economics

Graduate degree in Mathematics

Graduate degree in Statistics

Graduate degree in Actuarial Science

Graduate degree in Computer Science

Graduate degree in Physics

Job description

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

As an Applications Programmer, you will be responsible for:

• 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.

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

Industries

• IT Services and IT Consulting

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Toronto, Ontario, Canada $110,000.00-$240,000.00 1 month ago

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