Applications Programmer II

ICONMA; Toronto; Hybrid; CAD 70,000 - 110,000; Full time

Job summary

An established industry player is seeking an Applications Programmer II to join their dynamic team in Toronto. This role involves developing advanced statistical models for credit risk analysis and collaborating on innovative projects. Ideal candidates will have a strong background in data-driven modeling, programming expertise in SAS, Python, or MATLAB, and a graduate degree in a quantitative field. The company offers excellent growth opportunities and a supportive work environment, making it an exciting opportunity for those passionate about applying their skills in a collaborative setting.

Benefits

Health Benefits

Referral Program

Growth Opportunities

Qualifications

• Strong background in data-driven statistical modeling and algorithms.
• Graduate degree in a quantitative field is required.

Responsibilities

• Develop models for credit risk and macroeconomic analysis.
• Collaborate on modeling initiatives and produce documentation.

Skills

Statistical Modeling

Supervised Learning

Unsupervised Learning

SAS Programming

Python Programming

MATLAB Programming

SQL

Problem Solving

Communication Skills

Team Collaboration

Education

Graduate Degree in Quantitative Field

Job description

Our Client, a Banking company, is looking for an Applications Programmer II for their Toronto, ON/ Hybrid location.

Responsibilities:

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

Requirements:

1. Strong background in data-driven statistical modeling, supervised learning, unsupervised learning, and discriminative models;
2. Strong theoretical and numerical background;
3. Programming experience in SAS, Python, or MATLAB is strongly preferred;
4. Knowledge of coding standards and object-oriented programming;
5. Experience working with relational databases and SQL;
6. Strong interest and ability to undertake applied research;
7. Out-of-the-box thinker and enthusiastic in solving problems;
8. Strong written and verbal communication skills;
9. Ability to work in a multi-disciplinary team setting;
10. Strong work ethic and adaptability to changing priorities;
11. Graduate degree in a quantitative field, such as Applied Econometrics, Economics, Mathematics, Statistics, Actuarial Science, Computer Science, or Physics.

Why Should You Apply?

• Health Benefits
• Referral Program
• Excellent growth and advancement opportunities

As an equal opportunity employer, ICONMA provides an employment environment that supports and encourages the abilities of all persons without regard to race, color, religion, gender, sexual orientation, gender identity or expression, ethnicity, national origin, age, disability status, political affiliation, genetics, marital status, protected veteran status, or any other characteristic protected by federal, state, or local laws.