Assurance - Senior Specialist (Quantitative Analytics - Credit and Valuation Specialist)
CAD 92K-142K (estimate) Senior-level Full Time
Tasks
- Build fixed income models
- Challenge model assumptions
- Communicate assumptions to non technical audiences
- Deliver modeling tasks on time
- Develop credit risk models
- Develop valuation models
- Identify model risk
- Manage modeling projects
- Mentor junior staff
- Package project deliverables
- Perform independent valuation
- Perform model validation
- Perform statistical analysis
- Review valuation methodology
- Run Monte Carlo simulation
- Support client issue resolution
- Update regulatory requirements
- Use option pricing theory
- Validate credit risk models
- Write model validation reports
Perks/Benefits
Skills/Tech-stack
Basel | Credit Risk | Credit risk modeling | Fixed Income | IFRS 9 | Model Governance | Model Validation | Model risk | Monte Carlo | Monte Carlo Simulation | Option pricing | Power BI | Python | R | Risk Management | Risk Modeling | SAS | Statistical Analysis | Statistical modeling | Stress Testing | Structured finance | Treasury services | VBA
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
Analyst | Credit Risk Analyst | Quantitative Analyst | Risk Analyst
Regions
Countries
States
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