Senior Quantitative Risk Analyst — Hybrid Role

Coast Capital; Surrey; Hybrid; CAD 74,000 - 92,000; Full time

Job summary

Coast Capital is seeking a Senior Quantitative Risk Analyst to design, develop and maintain quantitative risk models for risk measurement and forecasting. You will contribute to models for credit risk, non-financial risk, stress testing, and enterprise capital frameworks under senior guidance.

This hybrid role may be based in Surrey, BC or Toronto, ON, with in-office attendance about once per month. Strong Python, statistics, and communication skills are required to succeed.

Qualifications

• Bachelor’s degree in Mathematics, Statistics, Economics, Finance, Data Science, Computer Science, Engineering, or related quantitative discipline.
• 1–3 years of experience in quantitative analytics or related analytical role.
• Programming using Python or similar analytical tools.
• Knowledge of statistical analysis and quantitative modelling techniques.
• Experience with credit risk modelling assets (PD, LGD, EAD) is a plus.
• Ability to communicate complex quantitative concepts clearly.
• Strong organizational skills and ability to prioritize tasks.

Responsibilities

• Assist design, development, implementation, validation and maintenance of quantitative risk models.
• Support stress testing, ICAAP, regulatory capital, IFRS 9 and economic capital workstreams.
• Perform detailed quantitative analyses to support risk measurement and forecasting.
• Evaluate model performance through monitoring, testing and validation activities.
• Prepare model documentation, governance materials and reports.
• Present findings and recommendations to stakeholders.
• Develop, maintain and enhance model source code and analytical tools.
• Collaborate with business partners on risk management initiatives.

Skills

Python

Statistical analysis

Quantitative modelling

Communication

Team collaboration

Problem-solving

Prioritization

Education

Bachelor’s degree in Mathematics/Statistics/Economics/Finance/Data Science/CS/Engineering

Tools

Python

Job description

Coast Capital is seeking a Senior Quantitative Risk Analyst to design, develop and maintain quantitative risk models for risk measurement and forecasting. You will contribute to models for credit risk, non-financial risk, stress testing, and enterprise capital frameworks under senior guidance.

This hybrid role may be based in Surrey, BC or Toronto, ON, with in-office attendance about once per month. Strong Python, statistics, and communication skills are required to succeed.