Skills

Communication Python Matlab Data Governance Problem-solving Analytics and Reporting C++ Analytics Mathematics

Job Specifications

TekStaff is an IT Placement agency and interested in positioning you with our client.

This is a 12 months contract located in Toronto, Ont / Hybrid- in office 4 days per week

Description:

The role will work on the development and implementation of stress testing model for the US commercial portfolio, and perform analytics activities, ensuring business strategies and initiatives are delivered in compliance with The banks Model Risk Policy and relevant Data Governance requirements

Implement and enhance credit risk stress testing/forecasting models.

-Assist with analytics and reporting activities such as scenario analysis, sensitivity analysis, attribution analysis, impact assessment, etc.

-Build and maintain analytics platforms for the above.

-Effectively communicate model methodology and maintain well-articulated documentation.

-Ensure compliance with the The banks Model Risk Policy & relevant Data Governance requirements.

-Maintain and contribute to the enhancement of the current models and develop credit risk models for new business lines as required.

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

SOFT SKILLS:

1.) Excellent communication skills (written and verbal)

2.) Strong conceptual, analytical, and problem-solving skills

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.

About the Company

Just over 15 years ago TekStaff IT Solutions Inc was founded based on the need for a localized, professional staffing firm in the Greater Toronto Area. After gaining much recognition, and achieving a solid reputation, TekStaff has become a leading supplier of placement services. Today, we are acknowledged as a top leader in Canadian recruiting and have crossed borders securing contracts throughout the United States. We remain focused on developing long-term relationships with client companies and professionals looking for em... Know more