Quantitative Analyst

1 week ago

Toronto, Canada MUFG Full time

**Quantitative Analyst**

**Job Summary**:
The role will support the Director in the Wholesale Credit Modeling Team within the Credit Strategies Group (CSG) in a challenging but intellectually interesting and collegial environment. The primary responsibilities will revolve around modeling credit risk as part of Credit Scorecard related projects, automating certain model production processes, and researching and constructing Machine Learning solutions for credit risk models. This position has a strong focus on financial modeling and computer science aspects of the aforementioned areas.

**Primary Accountabilities**:
Statistical Modeling - responsibilities include:

- Developing and maintaining credit risk Scorecard models, including but not limited to Probability of Default and Loss Given Default Models, which consists of
- Researching financial and econometric literature
- Developing python (or statistical software) code for model construction and evaluation
- Preparing documentation on aforementioned model building tasks
- Collaborating with line of business, validation team, and/or additional model stakeholders
- Playing a key role in advancing the Machine Learning initiatives including data collection and preparation, feature engineering, parameter tuning, and exploring academia for new approaches.
- Researching academic literature for theory and approaches that match the desired problem
- Developing python (or statistical software) code for model construction and evaluation using tensorflow, sklearm, and/or other open-source software modules
- Working with model governance teams to develop methods and metrics for relevant model validation.
- Creating reports and presentations for the Group Manager and Senior Management.

Process Automation - responsibilities include:

- Developing software for process automation
- Preparing documentation on automated approach for process validationExplaining to stakeholders automated process execution

**Technical Skills**:

- Strong programming skills in in Python
- Strong skills in statistical modeling and machine learning methods, including Linear Regression, Decision Tree models such as Gradient Boosting Machines, and Neural Networks.
- Proficient in SQL
- Proficient in Microsoft Office Programs: Word, Power Point, and Excel
- Strong analytical, logical reasoning, and interpersonal skills

**Experience Required**:

- Relevant experience in financial/economic modeling and/or Scorecard modeling preferred through prior internship, undergraduate/graduate level research, or work position.

**Education Required**:

- Bachelor's degree or higher in a quantitative or computer programing field such as Quantitative Finance, Economics, Statistics, or Computer Science.

**Work Environment**:

- WFH - split: mainly remote with a few days a month in-office

**Other details**:

- Job Family MUFG Canada
- Pay Type Salary

  • Quantitative Analyst

    1 week ago

    Toronto, Canada S&P Global Full time

    Quantitative Analyst Join to apply for the Quantitative Analyst role at S&P Global . Team The Quantitative Analytics Group (QAG) is a global team of experienced quantitative analysts who support several related businesses providing valuation and data products for derivatives and other financial instruments spanning all asset classes and both public and...

  • Quantitative Analyst

    1 day ago

    Toronto, Canada MUFG Full time

    **Quantitative Analyst, Quantitative Risk Control** **Summary**: **Accountabilities**: Model Validation - Independently validate quantitative models in global trading, market risk and pricing, and compliance - Assessment of model conceptual soundness, evaluation of data and assumptions, testing model computational accuracy, and performing outcomes analysis...

  • Quantitative Finance Forecasting Analyst

    2 weeks ago

    Toronto, Canada Alignerr Full time

    Quantitative Finance Forecasting Analyst Join to apply for the Quantitative Finance Forecasting Analyst role at Alignerr Get AI-powered advice on this job and more exclusive features. About Alignerr Alignerr supplies AI labs with forecasting and modeling specialists who evaluate quantitative signals and structured financial data. Role Overview The...

  • Quantitative Finance Forecasting Analyst

    4 days ago

    Toronto, Canada Alignerr Full time

    Quantitative Finance Forecasting Analyst Join to apply for the Quantitative Finance Forecasting Analyst role at Alignerr Base pay range $60.00/hr - $120.00/hr About Alignerr Alignerr supplies AI labs with forecasting and modeling specialists who evaluate quantitative signals and structured financial data. Role Overview The Quantitative Finance Forecasting...

  • Quantitative Analyst

    1 day ago

    Toronto, Canada MUFG Full time

    Quantitative Analyst - Associate **Job Summary**: The role will support the Director in the Wholesale Credit Modeling Team within the Credit Strategies Group (CSG) in a challenging but intellectually interesting and collegiate environment. The primary responsibilities will be related to supporting increased global collaboration between CSG and Tokyo Head...

  • Quantitative Analyst

    2 weeks ago

    Toronto, Canada Mindlance Full time

    Job Title: Quantitative Analyst Location: Toronto, ON (Onsite) Duration: 12+ Months Daily Responsibilities This role will be involved in designing, implementing, testing, and rolling out the rate and spread product models in the current and future analytical environment, with a heavy emphasis on the securitized products. The daily work also includes...

  • Quantitative Analyst

    1 week ago

    Toronto, Canada MUFG Full time

    Quantitative Analyst **Job Summary**: The role will support the Director in the Wholesale Credit Modeling Team within the Credit Strategies Group (CSG) in a challenging but intellectually interesting and collegial environment. The primary responsibilities will revolve around modeling credit risk as part of Credit Scorecard related projects, automating...

  • Senior Quantitative Analyst

    2 weeks ago

    Toronto, Canada CIBC Full time

    Join to apply for the Senior Quantitative Analyst role at CIBC We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients. At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to...

  • Senior Quantitative Analyst

    2 weeks ago

    Toronto, Canada CIBC Full time

    Join to apply for the Senior Quantitative Analyst role at CIBC We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients. At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to...

  • Quantitative Finance Forecasting Analyst

    2 weeks ago

    Toronto, Canada Labelbox Full time

    About Alignerr Alignerr supplies AI labs with forecasting and modeling specialists who evaluate quantitative signals and structured financial data. Role Overview The Quantitative Finance Forecasting Analyst reviews predictive models, validates quantitative assumptions, and interprets outputs related to market or company-level forecasting. What You’ll...