Derivative Risk Analyst – VBA/Python

  • Date Posted Jan 4, 2022
  • Location Toronto, Ontario
  • Job Type Contract
  • Job ID 13604

Are you a highly motivated and skilled analyst with a strong track record in Fraud and Risk Management? Are you a versatile self-starter with demonstrated ability to take initiative and work independently with attention to detail? Then, apply now!

Working with one of our top financial clients this role calls for a Derivative Risk Analyst – VBA/ Python who will be responsible for the effective and efficient mitigation of counterparty credit risk. The candidate will need to demonstrate innovation and a proactive approach to risk mitigation by highlighting inefficiencies, risks and implementing improvements. In addition, they will be expected to provide a high level of service to their clients. The role will involve close partnership and interaction with a wide range of areas, including credit, middle office, legal, front office, settlements, and corporate treasury. As a result, the successful candidate will be required to possess strong communication, analytical, and organizational skills while meeting multiple deadlines.

Responsibilities:

  • Responsible for investigation, escalation, and resolution of valuation discrepancies to ensure that the company is accurately collateralized.
  • Participate and add value to projects impacting the Collateral Management Department.
  • Cross-train to develop a broad level of understanding across the varied functions within CRC.
  • Contribute ideas to make a difference and add value to the group.
  • Participate in industry working groups and be informed about regulatory changes and industry-related initiatives.
  • Seek opportunities to increase operational efficiency and lower operational risk through process reengineering.
  • Keep management informed of market activities and potential risks to the company with clear and concise recommendations on risk mitigation.
  • Prepare dashboards and proactively meet with senior management to review.
  • Perform a number of control functions and adhere to the CMRM Standards to ensure the integrity of processes.
  • Establish an environment that promotes respect for the individual employee and adheres to the policies and guidelines of the BA.
  • Process and handle confidential information with discretion
  • Develop, design or create new applications, ideas, relationships, systems or products.
  • Encourage and build mutual trust, respect, and cooperation among team members.
  • Provide guidance and expert advice to management or other groups on technical, systems or process-related topics.

Desired Skill Set:

  • Undergraduate or graduate degree in Business, Economics, Mathematics, Finance, or another quantitative discipline
  • Knowledge of derivatives and markets

Nice to Have:

  • CFA and/or FRM Certification.
  • Capital market experience or relevant collateral management experience
  • Experience working with VBA coding.
  • Experience working with Python coding.

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