Quantitative Analyst, Officer
Tasks
- Assess model theory and assumptions
- Communicate issues with model stakeholders
- Conduct backtesting sensitivity testing and stress testing
- Conduct model validation
- Deliver validation findings in reports and presentations
- Ensure regulatory compliance SR11 7
- Identify model applicability issues
- Perform independent model validation
- Review code documentation
- Standardize assessment quality checks and controls
- Test model results
- Validate model data integrity
Perks/Benefits
- Additional holidays
- Employee networks
- Employee savings plan
- Language classes
- Life insurance
- Medical package
- Mentorship
- Paid volunteer days
- Permanent contract from day one
- Private pension plan
- Soft-skills trainings
- Technical workshops
- Wellbeing programs
Skills/Tech-stack
Backtesting | Data Analysis | Model Risk Management | Model Validation | Model risk | Python | Quantitative modeling | R | Risk Management | SAS | SQL | Sensitivity Analysis | Stata | Stress Testing
Education
Roles
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