Senior Quantitative Analyst

2 weeks ago


Toronto, Ontario, Canada Quality IT Resourcing Full time
About the Role

Quality IT Resourcing is seeking a highly skilled Credit Risk Model Developer to join our team. As a Credit Risk Model Developer, you will be responsible for developing and maintaining credit risk models that meet the regulatory requirements of our clients.

Key Responsibilities
  • Develop and maintain credit risk models using SAS and Python programming languages.
  • Collaborate with cross-functional teams to ensure models meet regulatory requirements.
  • Conduct thorough analysis of credit risk data to identify trends and areas for improvement.
  • Stay up-to-date with industry developments and regulatory changes.
Requirements
  • PhD or Master's Degree in Mathematical Finance, Financial Engineering, or a related field.
  • Strong knowledge of credit risk methodologies, including expected loss (PD, LGD, EAD) and supervisory/regulatory requirements.
  • Experience with SAS and Python programming languages.
  • Ability to work in a fast-paced environment and meet deadlines.
What We Offer

Quality IT Resourcing offers a competitive salary and benefits package, as well as opportunities for professional growth and development.



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