Quantitative Risk Analyst

2 months ago

Toronto, Ontario, Canada CB Canada Full time
Risk Analyst Job Description

CB Canada is seeking a highly skilled Risk Analyst to join our team in Toronto, ON. As a Risk Analyst, you will play a critical role in supporting our client in the Banking Sector by providing quantitative model support for business as usual and strategic Treasury Balance Sheet Management projects.

Key Responsibilities:
  • Provide quantitative model support to business as usual and strategic Treasury Balance Sheet Management projects and initiatives.
  • Research industry best practices and support the development of quantitative valuation models for measuring and hedging the interest rate risk of retail, commercial and structured finance products in the Banking book under a multi-curve environment.
  • Support the development of desktop tools for TBSM Front Office and internal TBSM partners to support their trading, portfolio management and interest rate hedging activities.
  • Work effectively with internal and external partners of TBSM to ensure the soundness and accuracy of the model development and implementation.
Requirements:
  • Experience in quantitative analysis / financial engineering.
  • Knowledge of financial markets as well as fixed income portfolio management, hedging techniques and valuation models.
  • Experience in model development or validation with a solid knowledge of stochastic processes.
  • Strong analytical & communication skills, and demonstrated track record of creative problem solving & solution development.
Preferred Skills:
  • Solid skills in C++/C#.
  • Python and VBA programming.
  • Microsoft Office tools (Excel, Word, Powerpoint).
  • Experience in treasury.
  • Fixed income and asset backed securities modelling.
Assignment Details:

Assignment Start Date: ASAP - 12 months to start.

Assignment Location: Toronto, ON - Work Hybrid.

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