Quantitative Analyst- C#/Banking/Trading Models

Are you ready to apply your quantitative skills in a leading financial institution? Apply Now!

Working with one of our top financial clients, this role calls for a Quantitative Analyst specializing in C#, banking, and trading models. This position offers an exciting opportunity to contribute to stress testing and risk modeling within a dynamic Trading Risk Model Development team, supporting internal and regulatory stress testing programs in a fast-paced environment.

Pay rate range (CAD): $53.99/hr – $64.79/hr

Responsibilities

Analyze, develop, maintain, and execute market risk stress testing models and methodologies
Research and implement new modeling techniques to project financial variables for stress testing programs
Execute stress testing models during testing cycles and ensure compliance with model lifecycle requirements
Document modeling approaches clearly in technical reports for transparency and review
Collaborate with stakeholders across the bank, including model validation and risk control teams
Investigate and resolve modeling issues, ensuring the accuracy and robustness of models
Support the development and enhancement of risk models supporting internal and regulatory stress tests
Maintain current models and recommend improvements to enhance effectiveness and efficiency
Communicate technical insights and modeling methodologies effectively to stakeholders
Desired Skill-Set

Graduate degree in quantitative finance or relevant quantitative field
2 to 4 years of practical experience in quantitative finance, statistical modeling, or similar roles
Strong analytical and problem-solving skills with a focus on risk modeling
Proficiency in programming with C#, R, and Python
Knowledge of financial derivatives valuation and market risk modeling across asset classes (rates, credit, equity, FX)
Ability to develop, maintain, and execute stress testing models
Excellent technical writing and verbal communication skills
Ability to work effectively both independently and in a team environment
Nice to Have

Experience with C++ programming
Knowledge of regulatory stress testing frameworks such as DFAST, EWST, MST
Familiarity with model validation processes and governance policies
Prior experience working within a financial institution’s risk or modeling teams