Job Summary
JP20816 - Quantitative Analyst (57656711)
Location: Mississauga, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_17450_57656711
Posted: June 21,2017 Salary: N/A

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Modis, on behalf of our client is looking for a Quantitative Analyst
JP20816 - Quantitative Analyst (57656711)
Contract Duration: (12 months)
Location: Toronto, ON
• Responsible of the day-to-day running and reporting of the Advanced Measurement Approach (AMA) model for bank 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
• Master’s degree in a Quantitative Discipline (e.g. Math/Stats, Actuarial Science, Computer Science, Physics)
• 2-4+ years’ experience with Programming and Software Development (e.g. how to build an algorithm and write scripts and codes)
• Expert in one of the following: C, C++, C#, Java, Fortran and Python (e.g. Matrix manipulations, plot functions and data, implementation of algorithms, creation of user interfaces)
• Familiar with math/statistics 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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