Job Summary
Credit Risk Analyst (60288882)
Location: Mississauga, ON Category: Content/Document Management
Job Type: Temporary/Contract Reference: CA_EN_6_29628_60288882
Posted: January 12,2018 Salary: N/A

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Modis, on behalf of our client is looking for a Credit Risk Analyst
Credit Risk Analyst (60288882)
Contract Duration: (12 months)
Location: Toronto, ON
• 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
• Understand and comply with client Policies, regulatory and compliance requirements
Required Qualifications/Experience
• 2-4+ years’ experience as a Portfolio Risk Analyst within the financial industry
• Master’s degree in statistics and /or mathematics (preferably statistics), 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
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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