Market Risk Analyst - Capital Markets - Python/SQL Scripting
On behalf of our client in the Banking Sector, PROCOM is looking for a Market Risk Analyst - Capital Markets - Python/SQL Scripting.
Market Risk Analyst - Capital Markets - Python/SQL Scripting – Job Description
- The role of Enterprise Market Risk is to provide independent and effective on-site monitoring, controlling and communicating on the nature and extent of all material market risk positions and to ensure the implementation of and compliance with risk management policies
- The Market Risk Stress Testing team develops, implements and analyzes stress scenarios to provide senior management, business heads and regulators with views on market risk concentrations and capital adequacy
- The team also ensures that the link between the current market environment across all asset classes, bank's market risk profile, and capital adequacy is established, understood and managed effectively
- Proficiency with Python, SQL is essential to the role in order to sort through large amounts of data. (No software development experience is needed but working knowledge with writing/reading scripts is required)
- Strategic project, trading book modernization – migrating current database from current infrastructure to a more modern infrastructure
- Assist in the development of internal market risk stress testing scenarios, and conduct ad-hoc analyses
- Assist in the migration of market risk stress testing scenario to a new scenario repository
Market Risk Analyst - Capital Markets - Python/SQL Scripting – Mandatory Skills
- Master's degree in quantitative field preferred (i.e., Mathematics, Finance)
- 5 years of Capital Market Risk experience required
- Strong Quantitative background (crunching numbers, understand data behind the numbers)
- Strong background in Capital Markets - financial markets and trading businesses, both exchanges traded and over the counter markets
- Thorough knowledge of traded products including derivatives and their associated risks
- Proficiency reading/writing scripts using Python, SQL is essential to the role (No software development experience is needed but working knowledge with writing/reading scripts is required)
Market Risk Analyst - Capital Markets - Python/SQL Scripting – Nice to Have Skills
- Experience with Stress testing specifically in the Market Risk space is very nice to have
Market Risk Analyst - Capital Markets - Python/SQL Scripting - Assignment Start Date
ASAP – 6 months to start
Market Risk Analyst - Capital Markets - Python/SQL Scripting - Assignment Location
Toronto, ON – Work Remotely
Company:Procom Consultants Group LtdLocation:Toronto ON CAJob Types:ContractPost Date:March 10, 2022Valid Through:April 9, 2022