Job Summary
Senior Consultant (58461258)
Location: Toronto, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_17450_58461258
Posted: August 23,2017 Salary: N/A

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Modis, on behalf of our client is looking for a Senior Consultant
 
Senior Consultant (58461258)
 
Contract Duration: (12 months)
Location: Toronto, ON
 
Responsibilities:
 
• Liaise with the Model Development and Model Vetting teams on all modelling-related aspects of the project.
• Consult with stakeholders to understand the detailed objectives for internal customers including market risk, model development and validation, credit officers, portfolio managers and Front Office.
• Create Detailed Requirements Specifications for vendor and internal delivery, covering the following subject matter areas including: trade and market data input, risk measures, Credit Backtesting and Stress Testing.
• Participate in UAT cycles, including coordinating creation of test cases, test execution, tracking and reporting of results and obtaining sign-offs.
• Participate in triage and tracking of issues and new development items identified throughout the project.
• Liaise with the stakeholders to syndicate results and present impact analyses.
• Provide accurate timelines for assigned tasks and deliver against those estimates. Escalate delays or unexpected problems that may impede progress or delay implementation.
• Continuously improve understanding of subject matter relating to counterparty credit risk monitoring and other areas relevant to the project as necessary.
• Be proactive in identifying issues and proposing solutions
 
Required Qualifications/Experience
 
• Minimum 5+ of related work experience, preferably in a financial institution.
• Experience in large IT development projects, with hands-on involvement in developing functional specifications and conducting testing across the whole SDLC.  
• Understanding of over-the-counter (OTC) and exchange-traded derivative products, securities financing transactions, fixed-income securities and equities.
• Understanding of key risk measures such as Potential Future Exposure (PFE), as well as risk measurement techniques including Monte Carlo simulations.
• Proficiency with Excel
• Proficiency with VBA
• Proficiency with SQL
• Proficiency with SDLC
 
 
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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