Job Summary
JP20463 - Risk Analyst (57329743)
Location: Mississauga, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_17450_57329743
Posted: May 31,2017 Salary: N/A

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Modis, on behalf of our client is looking for a Risk Analyst
 
JP20463 - Risk Analyst (57329743)
 
Contract Duration: (12 months)
Location: Toronto, ON
 
Responsibilities:
 
• Responsible of the day-to-day running and reporting of the Advanced Measurement Approach (AMA) model for financials
• Responsible of the execution of the Advanced Measurement Approach (AMA) related studies
• Ensure all regulatory requirements for Advanced Measurement Approach (AMA) are met within the required timelines
• Participate in ongoing forward looking analysis of current and emerging risk measurement methodologies
• Aid in preparation of materials for inclusion in memos and presentations for internal senior management and regulators on all quantitative aspects related to Advanced Measurement Approach (AMA)
• Perform ad hoc analyses as required by management and other business partners throughout the year
• Write and maintain code for performing the above functions
• Produce and maintain well-articulated documentation on the above
 
Required Qualifications/Experience
 
• Graduate degree in Mathematics, Statistics, Actuarial Science, Computer Science or Physics (or other quantitative discipline)
• 2-4+ years’ experience with programming and software development (e.g. how to build an algorithm, write scripts, and codes)
• Proficiency with Matrix Laboratory (MATLAB) (a numerical computing environment - allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages, including C, C++, C#, Java, Fortran and Python)
• Familiar with math/stats tools needed for calibrating heavy-tailed operational loss distributions, event frequency processes, and correlation between event types.
 
Please note that Candidates must be legally eligible to work in Canada. Your resume will not be forwarded to any of our clients without your explicit permission. We thank all applicants, but only suitable applicants with the above qualifications clearly identified in their resumes will be contacted. Modis Canada is an Equal Opportunity Employer.
 
 
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