Quantitative Analyst

  • Date Posted Jan 24, 2023
  • Location Toronto, ON
  • Job Type Contract
  • Job ID 15561

Are you collaborative, resourceful and highly organized? Do you enjoy developing relationships with influential stakeholders? If yes, this could be your next opportunity!

Working with one of the top financial clients this role calls for a Quantitative Analyst who will be responsible for developing predictive models and analyses to perform pre-provision net revenue (PPNR) projection for use in the Bank’s stress testing programs. This candidate 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.

Responsibilities:

  • 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
  • Conduct sensitivity analyses to assess the impact of model assumptions on the bank’s margins and risk metrics.
  • Assist with building automated tools and data extraction frameworks.
  • Research industry best practices, address model validation, audit and regulatory requirements and/or findings in a timely manner

Desired Skill Set:

  • 5 years of proven experience in advanced data analytics or predictive modelling, preferably in the financial industry
  • Hands-on experience in building databases using SQL programming, C#, Excel VBA, and C++ programming
  • Knowledge of financial markets, fixed-income portfolio management, and hedging techniques
  • Strong Project and Time Management Skills with a proven ability to meet deadlines
  • Experience with statistical methods and libraries
  • Solid expertise in MS Office Suite including Excel, VBA, Word and PowerPoint
  • Ability to work in a team with diverse skills, and also effectively carry out tasks individually
  • Ability to work effectively in a fast-paced, high demanding environment while managing multiple priorities
  • Very strong documentation and written presentation skills
  • Undergraduate degree in a statistical, mathematical, computer science, or financial background

Nice To Have:

  • Experience with pre-provision net revenue (PPNR) modelling
  • Postgraduate degree preferred in similar areas

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