Job Summary
JP20506 - Analyst, Model Development (57404931)
Location: Mississauga, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_17450_57404931
Posted: June 05,2017 Salary: N/A

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Modis, on behalf of our client is looking for an Analyst
 
JP20506 - Analyst, Model Development (57404931)
 
Contract Duration: (12 months)
Location: Toronto, ON
 
Responsibilities:
 
• Develop new modeling methodologies used to measure counterparty credit risk
• Perform ongoing and/or ad-hoc assessment of the methodology of the existing CCR system
• Interact with other business partners (e.g. Technology, MRC, CMRM, MV) to investigate and resolve modeling issues
• Communicate model risk and provide full transparency around the model assumptions and usage with various stakeholders
• Contribute to other one-time projects of the group
 
Required Qualifications/Experience
 
• Strong analytical background, e.g. PhD in physics, mathematics, engineering or Masters of Mathematical Finance with appropriate experience
• Strong computational and programming knowledge (e.g. C++/VBA)
• Solid understanding of fundamental concepts and technics in quantitative finance
• Strong interest in financial models and concepts
• Strong written and verbal communication skills is a must
• Strong team member with a focus on getting projects done effectively and efficiently
• Knowledge of counterparty credit risk concepts and models would be an asset
 
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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