Modis, on behalf of our client is looking for a Data Analyst
Data Analyst (60979521)
Contract Duration: (6 months)
Location: Toronto, ON
• Market data quality, integrity and analysis – You’ll ensure that market data time series and risk factor models effectively capture market conditions, satisfying both regulatory, and market and credit risk model requirements, by maintaining data quality processes and becoming intimately familiar with the data inputs to risk models for one or more asset classes. Where gaps in data quality exist, you’ll perform data cleansing, data filling, and benchmarking against independent data sources. You’ll support the analysis of both current and historical market data trends and correlations, by manipulating, summarizing and visualizing complex data sets.
• Model performance monitoring - You’ll assess data quality of risk factor inputs and data parameters to risk models. You’ll support risk model data requirements, data quality and establishment of proxies for Capital Markets product initiatives.
• Documentation and Governance – You’ll document your quality assurance work in order to maintain transparency and auditability. You’ll maintain and improve the documentation of data quality processes and operations, ensuring compliance with regulatory requirements and internal policies. You’ll assist in the preparation of analyses and reports on data and model performance to support robust internal controls.
• 2+ years of relevant work experience
• Experience with Bloomberg and/or Reuters
• Strong Excel skills
• Basic VBA/SQL skills (scripts/queries)
• Fundamental skills in linear algebra and statistics (such as standard deviations, correlations, distributions, etc)
• Coding experience with R, Python, SQL, and/or VBA
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.
We’re at the center of exceptional IT connections. Every day, Modis connects premier IT professionals to great opportunities at leading companies. Put our connections to work for you!