Job Summary
Risk Analyst (59700995)
Location: Mississauga, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_17450_59700995
Posted: November 22,2017 Salary: N/A

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Modis, on behalf of our client is looking for a Risk Analyst
 
Risk Analyst (59700995)
 
Contract Duration: (12 months)
Location: Toronto, ON
 
Responsibilities:
 
• Participate in estimation credit risk parameters (PD, LGD, UGD) for the capital assessment of the client’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
 
Required Qualifications/Experience
 
• 2-4+ years’ experience as a Portfolio Risk Analyst within the financial industry
• Master’s degree in statistics and/or mathematics, or higher
• Proficient in programming languages such as SAS, C++, R, VBA  
• Experience with credit parameter development, bootstrapping, Monte Carlo credit portfolio simulation
• Knowledge of financial derivatives/modeling, pricing theory, market and credit risk management methodologies; or in predictive modeling, statistical analysis
• Excellent verbal and written communication skills
 
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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