Analyst-Jobs in Kanada

• Degree/Certifications Required:
• University degree in Mathematics, Statistics, Quantitative Finance, Computer Science, Engineering or related field. Postgraduate degree would be an asset.
• Years of experience: 7 plus
• Reason for request/why opened: volumes
• Interaction with Stakeholders: high amount
• Project Scope: equity derivatives
• Team Size: 6 to 7
• Personality Style/Team Culture: attention to detail, diligent, goes above and beyond. Thinks outside of the box.
• Selling Points of Position: exposure to different business, industry experience, interaction w/ traders. High impact products for the business (Cowan acquisition).

• Technical background combined w/ industry experience.
• Model specific experience- model development, implementation teams for equities pricing. Other products as well.
• How will performance be measured: meeting assigned deliverables. Ability to go above and beyond.

• Responsible for model implementation testing, related change management, and control function and support for Client valuation and Market Risk models.

• Ready to be the change at Client?
• We’re an innovator and leader in the change management space. Our legendary customer & colleague experience continues to guide us as we deliver enhanced technology, process and capabilities to support our business & stakeholders. Strategic change management is a valued and evolving discipline, ready to take the organization and your career, to new heights.

• The Model Control Team within Enterprise Risk Model Development is responsible for model implementation testing, related change management, and control function and support for Client valuation and Market Risk models.
• This Model Control Specialist role will work primarily supporting the GED business (Global Equities Derivatives) within Client. The position will work closely with Client Change Delivery team, Front Office Quant teams, Technology, Model Development (MD), Model Validation (MV/MRM), Market Risk (MR), Product Control (PC), and related Line of Business Risk Management teams.
• The role will involve the following:
o Create, oversee, and track model implementation testing requirements and test artifacts for equities derivatives pricing models, and integration with related input models (e.g. curves) and downstream risk models (e.g. VaR, FRTB, Counterparty Credit Risk).
o Create and own the model implementation test strategy and support of end-to-end test phases.
o Providing leadership to turn testing requirements into delivery test cases and test plan with analyses and recommendations that meet business objectives within a timely and cost-effective manner.
o Providing timely updates on project test execution and status, analyses and findings to senior management and various stakeholders.
o Identifying and escalating issues to the appropriate individual(s)/group(s) to ensure prompt attention/resolution.
o Extremely organized, great at building and maintaining stakeholder relationships.
o Staying energized, productive and focused in the face of challenges, ambiguity, change or strenuous demands.
o Build trust with stakeholder groups and maintain good working relationship with other departments.
o Part of an effective and diverse team to effectively deliver productivity, quality and innovation

• 7+ years of experience in business requirement gathering, data analysis, modelling, testing, and documentation within the financial and/or IT industry
• Ability to create, oversee, and track testing requirements and test artifacts amongst various groups
• Experience creating detailed test strategy documents and plans
• Experience with Market Risk, Credit Risk, and Equities derivatives pricing modelling is an asset
• Ability to conduct User Acceptance Testing including designing tests, develop detailed test cases
• Intermediate to high level and understanding of financial products and models
• Strong working knowledge and hands-on experience using a common industry used programming language (e.g. Python) in the context of data and statistical analysis.
• Good inter-personal skills to build and maintain productive working relationships with various business partners across the Bank and on different levels of organization.
• Prior experience with delivering major regulatory programs and/or infrastructure implementations is an asset.
• Ability to clearly communicate complex financial concepts and obtain clarifications as necessary when discussing requirements.
• Ability to work independently as the senior analyst or QA lead analyst and coach or guide team
• Experience and comfort level acting as a subject matter expert and consultant, as well as contributor to potential project assessments
• Experience working with Atlassian tools (JIRA, Confluence, Bitbucket)
• Superior organizational skills – must be able to identify and track project dependencies & blockers, ensure proper resolution of outstanding items, document meeting minutes and takeaways in a clear and concise manner.
• Established rapport with various stakeholders throughout the bank.
• Excellent analytical, problem solving, organizational, and communication skills.

• University degree in Mathematics, Business, Finance, Computer Science, Engineering or related field. Postgraduate degree would be an asset.
• Industry certification (e.g. CFA, CSC, FRM) is also considered an asset

• Requirements gathering
• Data analysis
• Model implementation experience
• Experience creating detailed test strategy documents and plans
• Testing experience- UAT ( test artifacts for equities derivatives pricing models, and integration with related input models (e.g. curves) and downstream risk models (e.g. VaR, FRTB, Counterparty Credit Risk).
• Understand financial products and models
• Python exp
• Jira/ Confluence

• Market Risk, Credit Risk, and Equities derivatives pricing modelling

13188

Contract

1 year

Toronto