Risk Analyst – Market & Credit Risk

Risk Analyst – Market & Credit Risk

ProViso Consulting

Selling Points of Position:

• Exposure to working with client Risk department, with small but great team. Learning experience for junir to intermediate professional.
• Best Vs Average Candidate: Definitely looking for candidate that has great mathematical and/or statistical background along with analytical capability. Education specialized in Math or statistics is a must
• How will performance be measured: Verbal

Summary Of Day To Day Responsibilities:

• Participate in estimation credit risk parameters (PD, LGD, UGD) for the capital assessment of the Bank’s non-retail portfolios;
• Develop, implement and perform a wide range of statistical data analysis and tests encompassing validation of the credit risk parameters;
• Design/implementation database applications;
• Write detailed technical documentation outlining test results, model assumptions, and computational methods for each project;
• Implement customized applications/tools developed necessary for data analysis;
• Adhere with industry best practices, and meet regulatory requirements;
• Carry out data monitoring and function controls on regular basis;
• Understand and comply with client Policies, regulatory and compliance requirements.

Must Have:

• 2-4+ years exp. as a Portfolio Risk Analyst within the financial industry
• Masters degree in statistics and /or mathematics (preferably statistics), or higher
• Proficient in programming languages such as SAS, C++, R, VBA (To run codes, not build them)
• Exp.with credit parameter development, bootstrapping, Monte Carlo credit portfolio simulation
• Knowledge of financial derivatives/modeling, pricing theory, market & credit risk mgt. methodologies; or in predictive modeling, statistical analysis

Additional Skills:

• Experience writing documentation
• Good time management and multitasking skills
• Motivated worker with a genuine interest in challenging issues
• Good team player who is also very comfortable at working independently
• Solid quantitative skills
• Excellent verbal and written communication skills

Job Details

6499

Contract

9 Months

Toronto

 





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