Quantitative Risk Analyst

TekStaff's Client has a current vacancy for a Quantitative Risk Analyst

Pay Rate Range: $32-40 per hour

Job Description

This is a 12 months contract located in Toronto/Ontario, Hybrid (4 days a week in office).

• Typical Day-to-Day Responsibilities
• Daily touchpoint with Manager to discuss progress, issues, next steps
• Conduct data analysis to support model development activities (portfolio segmentation, model backtesting and accuracy testing, benchmarking)
• Read, write, and execute code in multiple languages including SAS, Python, R, and C++
• Conduct literature review to identify modeling best practices for these portfolios

Support ad hoc analyses and data investigation to support modeling work

MUST-HAVE Hard Skills:

1.) Quantitative – Math or related skills

2.) Programming (preferred SAS \ Python or R )

SOFT SKILLS:

1.) Strong written and verbal communication

2.) Excellent work ethic and adaptable to changing priorities

NICE-TO-HAVE

1.) Familiarity with credit risk models (commercial models, preferred)

2.) Familiarity with quantitative finance modeling techniques commonly used in risk management (e.g. Merton Model, Vasicek Model)

3.) Experience with C or C++

TekStaff may use artificial intelligence (AI) tools as part of the applicant screening process. However, applications will also be reviewed by a member of our Recruitment team to ensure a fair and thorough assessment.