Portfolio Risk Analyst

Toronto, Ontario, ca
Company: Procom
Category: Analyst
Published on 2021-04-26 13:00:49

Risk Analyst

On behalf of our client in the Banking Sector, PROCOM is looking for a Risk Analyst.

Risk Analyst – Job Description

  • Participate in estimation credit risk parameters (PD, LGD, UGD) for the capital assessment of the Banks non-retail portfolios
  • Develop, implement and perform a wide range of statistical data analysis and tests encompassing validation of the credit risk parameters
  • Design/implementation database applications
  • Write detailed technical documentation outlining test results, model assumptions, and computational methods for each project
  • Implement customized applications/tools developed necessary for data analysis
  • Adhere with industry best practices, and meet regulatory requirements
  • Carry out data monitoring and function controls on regular basis
  • Understand and comply with Policies, regulatory and compliance requirements

Risk Analyst – Mandatory Skills

  • 2-4+ years exp. as a Portfolio Risk Analyst within the financial industry
  • Masters’ degree in statistics and /or mathematics (preferably statistics), or higher
  • Proficient in programming languages such as SAS, C++, R, VBA (To run codes, not build them)
  • Experience with credit parameter development, bootstrapping, Monte Carlo credit portfolio simulation
  • Knowledge of financial derivatives/modeling, pricing theory, market & credit risk mgt. methodologies; or in predictive modeling, statistical analysis
  • Experience writing documentation
  • Good time management and multitasking skills
  • Motivated worker with a genuine interest in challenging issues
  • Good team player who is also very comfortable at working independently
  • Solid quantitative skills
  • Excellent verbal and written communication skills

Risk Analyst - Assignment Start Date

ASAP – 9 months to start

Risk Analyst - Assignment Location

Toronto, ON – Work Remotely

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