Junior Risk Analyst with Excel and Python experience to conduct analysis and reporting of Market Risk for a large banking client - 48144

Job ID:  48144
# of positions: 1
Duration: 6 months
Interview Process: 1 round – Webex 
Work Location: Hybrid, Toronto (1x/week)
 
  
DESCRIPTION:
 

• Prepare daily dashboard and analyze significant movements or events, consolidated with Risk Reporting to be presented to Market Risk Control
• Ensure risk is correctly measured, aggregated, and analyzed in accordance with established and approved Market Risk policies
• Maintain a good understanding of the analytical principles underlying the pricing and risk management of financial derivatives such as bonds, credit default swaps, and interest rate swaps.
• Participate and contribute to key initiatives and projects driven by technology enhancement, risk model change, and regulatory requirement by conducting required testing, drafting test cases, commenting on technology bugs, and providing support for senior management project go-live signoff
• Liaise closely with FO, Trading Business Management, Market Risk Control, Compliance Audit, Technology, and other stakeholders to assist in meeting the Bank’s objectives
• Execute infrastructure changes with regards to implementation of new or revised Risk policy changes and ensure that changes are executed in accordance with CMRM change control procedures and End User Computing standards

 
 
MUST HAVE:
 

• 2+ years experience as a Risk Analyst
• Proficient Excel, VBA and Python skills
• Knowledge of financial instruments, regulations, and market risk metrics, gained through academic study, or practical experience. (credit default swap, interest rate swamp)

 
NICE TO HAVE
 

• Pursuit or completion of CFA/FRM is an asset
• Knowledge of fixed income and derivatives, strong understanding of Capital Markets