Risk Analyst – Finance

Summary

• The Treasury and Financial Modelling group is part of the Corporate Data & Analytics (D&A) group within Corporate Transformation & Operations (CTO) at client Bank.
• It is responsible for providing expertise in specialized analytical techniques as a shared service to the Corporate Segments of the bank.

Responsibilities

• The position reports to Senior Manager, Customer Behaviour Modelling team within the Treasury and Financial Modelling group. Detailed accountabilities include:

o Develop predictive models and analyses to perform pre-provision net revenue (PPNR) projection for use in the Bank’s stress testing programs
o Develop, present, document, and back-test various statistical and econometric customer behaviour models and analytics to support treasury and forecasting priorities across the corporate functions
o Conduct sensitivity analyses to assess the impact of model assumptions on the bank’s margins and risk metrics.
o Assist with building automated tools and data extraction frameworks.
o Research industry best practice, address model validation, audit and regulatory requirements and/or findings in a timely manner
o The position must work effectively with business partners, including Treasury and Balance Sheet Management (TBSM), the Treasury Analytics Group, Finance, and the Model Validation and Management Team, to ensure the soundness and accuracy of the model development and implementation.

Qualifications/Competencies:

• Strong quantitative skills with a Graduate degree in Statistics/Mathematics/Economics/Computer Science/Actuarial Science/Finance/Engineering or equivalent (e.g., CFA or FRM).
• 5+ years of working experience in advanced data analytics / predictive modelling, preferably in the financial industry.
• Working knowledge of financial markets as well as fixed income portfolio management techniques and valuation models.
• Solid “hands-on” experience with building databases using SQL programming, Python, Excel VBA and C++ programming.
• Experience with statistical methods and libraries (e.g. SPSS, SAS, R)
• Solid experience with Microsoft Office tools (Excel, VBA, Word, Powerpoint)
• Strong presentation and documentation skills
• Ability to work in a fast paced, multiple-project environment
• Proven ability to work in teams and to build effective working relationships, as well as ability to work independently
• Strong time management skills and ability to meet deadlines

Nice to have

• Experience with pre-provision net revenue (PPNR) modelling will be an asset.

Degree/Certifications Required:

• Strong quantitative skills with an Undergraduate degree in Statistics/Economics/Computer Science/Engineering.
• Post graduate degree preferred in similar areas

Interview Process:

• 1 round – WebEx

Job Details

10116

Contract

18 months

Toronto

ProViso Consulting