Risk Analyst

GTT is Actively looking Risk Analyst for our Banking client based out in Toronto, ON. (4 days onsite per week).
Contract duration : 12 months contract with possible extension.
Looking strong credit risk/coding background and Banking or financial institution is an asset.

MUST-HAVE Hard Skills:
1.) Graduate Degree in Statistics, Mathematics, Financial Engineering, Economics, or other related quantitative disciplines.
2.) Coding experience in SAS.
2.) Knowledge of credit risk models or stress testing models/processes.

NICE-TO-HAVE
1.) Ability to read and write Python/MATLAB/C++ code is an asset.
2.) Experience of developing credit risk models or stress testing models for Bank’s lending portfolios.
3.) Knowledge of credit risk models such as BASEI III Capital framework, credit risk parameters (PD,LGD,EAD), stress testing methodologies, IFRS 9 forward-looking methodologies is an asset.

If you’re interested or know someone who might be interested. Please call me at (647) 477- 6543 or email me at Ankit.pandey@gttit.com