Job Description
Position: Quant Developer/Analyst
Location: Toronto, ON (Hybrid, 4 days/week)
Duration: 12 Months
Job Description:
Department Overview:
The Trading Risk Model Development group within Model Development is responsible for the development, maintenance and calibration of various Market, Stress Testing and Counterparty Credit Risk models. We interact with various stakeholders in the bank to achieve our mandate.
Job Description:
We are looking for a strong candidate to join the Market Risk Stress Testing group. The successful candidate will analyze, develop, maintain and execute models and methodologies for projecting financial variables for internal and regulatory stress tests (DFAST, EWST, MST), and will also contribute to other development work to support our stakeholders.
Customer and Shareholder Accountabilities:
- Research, develop, and imp...