FRTB Default Risk Model Analyst — Hybrid Toronto

Infotek Consulting Services Inc.; Toronto; Hybrid; CAD 70,000 - 90,000; Full time

Job summary

A consulting services firm in Toronto is seeking a Risk Analyst to enhance regulatory capital models under FRTB. The ideal candidate will have strong skills in Python and SQL, profound understanding of risk management, and experience in financial markets. This hybrid role requires collaboration with stakeholders to ensure model accuracy and compliance. Join us for a six-month engagement ensuring the effectiveness of risk capital computations.

Qualifications

• Proficiency in Python, including PySpark.
• Experience in FRTB default-risk capital model development.
• Strong understanding of risk management and capital adequacy.
• Proven analytical skills with complex datasets.
• Experience in financial or capital-market environments.

Responsibilities

• Support model development and validation of the FRTB Default Risk Charge model.
• Perform quantitative analysis and large-scale data validation using Python and SQL.
• Resolve data and modelling issues with stakeholders.
• Prepare documentation aligned with governance standards.
• Collaborate with model developers to enhance methodologies.

Skills

Proficiency in Python

Experience with SQL

Strong analytical skills

Understanding of risk management

Business analysis experience

Strong communication skills

Job description

A consulting services firm in Toronto is seeking a Risk Analyst to enhance regulatory capital models under FRTB. The ideal candidate will have strong skills in Python and SQL, profound understanding of risk management, and experience in financial markets. This hybrid role requires collaboration with stakeholders to ensure model accuracy and compliance. Join us for a six-month engagement ensuring the effectiveness of risk capital computations.