Modis, on behalf of our client is looking for a Business Analyst
Business Analyst (59775984)
Contract Duration: (12 months)
Location: Toronto, ON
• 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.
• Liaise with the Model Development and Model Vetting teams on modelling-related aspects of the project.
• Liaise with the stakeholders to syndicate results and present impact analyses.
• Create Detailed Requirements Specifications for vendor and internal delivery, covering various subject areas including: trade and market data inputs, counterparty limits and reference data, user interfaces and workflows, risk measures, capital calculations, reporting, stress testing, back-testing, non-functional requirements.
• 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.
• Provide accurate timelines for assigned tasks and deliver against those estimates. Escalate delays or unexpected problems that may impede progress or delay implementation.
• Advanced university degree, preferably in a quantitative field, such as Finance, Mathematics, Statistics, Science or Engineering.
• CFA, FRM, PRM would be considered an asset
• Minimum 5+ years of related work experience, preferably in a financial institution
• Experience working in large IT development projects, with hands-on involvement in developing functional specifications and conducting testing
• Counterparty Credit Risk subject matter expert
• Understanding Capital Markets trading products such as Financial Derivatives
• Understanding key risk measures such as Potential Future Exposure (PFE), as well as risk measurement techniques, including Monte-Carlo simulations
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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