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Wednesday, January 30, 2013

New job I'm hiring - it's a great place to work - check out this opening

LinkedIn Following

  • Group: IT Recruiters
  • Subject: I'm hiring - it's a great place to work - check out this opening

Konstantina Kyrtsos posted a job: I'm hiring - it's a great place to work - check out this opening

"Know anyone for this job? Risk Management Analyst in Toronto, ON Canada 1 year contract for a Risk Analyst Downtown $50.00 per hour  term or inc.   • Solid quantitative skills coupled with a graduate degree in statistics and /or mathematics; • Solid knowledge of financial derivatives, financial modeling, pricing theory, market and credit risk management methodologies; or in predictive modeling, statistical analysis; • Experience with credit parameter development, Monte Carlo credit portfolio simulation; • Strong data analysis and problem solving skills; • Proficient in relevant programming languages such as C++, R, VBA, SAS; • Excellent verbal and written communication skills;  Our client is a great organization powered by great people who want to make a difference every day. Every day, we deliver legendary customer and client experiences to our approximately 19 million customers. We're an award-winning organization that reinvests constantly to ensure future growth. We're recognized as an extraordinary place to work that embraces diversity, where everyone is respected and valued. Department Overview The Model Development (MD) group is part of the Market Risk and Model Development group within Risk Management. It is responsible for methodology development related to market risk, counterparty risk, operational risk, and credit risk for the Canadian and US wholesale and commercial banks. MD is responsible for developing mathematical methodologies, building software prototypes, and working closely with finance and technology groups throughout the bank to implement system solutions. Job Description/Accountabilities: • Develop and/or enhance models for estimation of credit risk parameters (PD, LGD, UGD) for the capital assessment of various portfolios; • Perform a wide range of statistical analysis and tests; • Write detailed technical documentation outlining test results, model assumptions, and computational methods for each project; • Implement customized applications/tools developed to estimate credit parameters; • Adhere with industry best practices, and meet regulatory requirements; • Conduct data monitoring and function controls on regular basis; • Manage ongoing regular (eg quarterly/annual) risk management processes. Where new processes or modifications to existing processes are necessary, propose and implement solutions; Requirements and/or qualifications: • Solid quantitative skills coupled with a graduate degree in statistics and /or mathematics; • Solid knowledge of financial derivatives, financial modeling, pricing theory, market and credit risk management methodologies; or in predictive modeling, statistical analysis; • Experience with credit parameter development, Monte Carlo credit portfolio simulation; • Strong data analysis and problem solving skills; • Proficient in relevant programming languages such as C++, R, VBA, SAS; • Excellent verbal and written communication skills; • Good time management and multitasking skills; • Motivated worker with a genuine interest in challengin... http://bull.hn/l/ZJSF/5"

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