Job Summary
Developer (Stress Test Modeling experience) (60035001)
Location: Toronto, ON Category: Database Developer
Job Type: Temporary/Contract Reference: CA_EN_6_17450_60035001
Posted: December 20,2017 Salary: N/A

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Our client is looking for a Developer (Stress Test Modeling experience) (60035001)
 
Contract Duration: 6 Months
Location: Downtown, Toronto, ON
Our Client is looking for 3 Developers to work on a proprietary risk management System.  Due to regulatory compliance, the system needs to be enhanced to accommodate changes.
 
Responsibilities:
The successful candidate will have demonstrated experience and domain knowledge for each of the below
Mortgage Modeling in particular for:
a. US Mortgages with Dynamic Prepayment functions
b. Canadian Mortgages
c. Mortgage Securitization
d. Quasi-Monte Carlo in Tree Pricing Models
 
Net Interest Income (NII) Simulations in particular for:
a.NII Forecasting for business as usual
b.NII Financial Forecasting
c.NII CCAR
 
Treasury Business processes including:
a. Funds Transfer Pricing
b. Financial Position
c. Asset Liability Management
d. Liquidity
 
Liquidity Reporting in particular for:
a. LCR regulations
b. NSFR regulations
c. H4 regulations
d. 2052A regulations
 
Regulatory Reporting including:
a. Basel III
b. Dodd-Frank
c. Volker
d. EMIR
e. DFAST/CCAR
Must have:
•C#, C++, Java
•HBase, Spark, Hadoop
•HPC, Visual Studio 2015, SQL Server 2012, SSIS/SSAS
•Azure, IIS
•JBoss, JIRA, Confluence, GIT, Jenkins
•Expert in Stress Test Modeling
 
Nice to have:
•Python, Javascript
•SaltStack, Sonar
 
Modis has been a leading provider of IT staffing in Canada since 1978 and has 9 offices across Canada.  We are about making exceptional connections.  Every day, we connect premier IT professionals to great opportunities at leading companies. Put our connections to work for you!
Please note that Candidates must be legally eligible to work in Canada. We will not forward your resume to any of our clients without your explicit permission.  We thank all applicants, and will contact suitable applicants with the above qualifications clearly identified in their resumes. Modis Canada is an Equal Opportunity Employer.
 
 
 




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