Quantitative Risk Analyst

2 months ago


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

We are seeking a highly skilled Risk Analyst to join our team at CB Canada. The successful candidate will be responsible for providing quantitative model support to our Treasury Balance Sheet Management projects and initiatives.

Key Responsibilities:

  • Develop and maintain quantitative models for measuring and hedging interest rate risk in the Banking book under a multi-curve environment.
  • Research industry best practices and support the development of quantitative valuation models for retail, commercial, and structured finance products.
  • Collaborate with internal and external partners to ensure the soundness and accuracy of model development and implementation.
  • Support the development of desktop tools for TBSM Front Office and internal TBSM partners.

Requirements:

  • Experience in quantitative analysis and financial engineering.
  • Knowledge of financial markets, fixed income portfolio management, hedging techniques, and valuation models.
  • Experience in model development or validation with a solid understanding of stochastic processes.
  • Strong analytical and communication skills, with a proven track record of creative problem-solving and solution development.

Preferred Skills:

  • Proficiency in C++/C#, Python, and VBA programming.
  • Experience in treasury and fixed income modelling.

What We Offer:

A dynamic and collaborative work environment, with opportunities for professional growth and development.



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