Apply on Kit Job: kitjob.ca/job/2fs3s4

Drive cutting-edge quantitative risk solutions as a Senior Risk Specialist. Utilize technical expertise to design and validate models while collaborating in a hybrid work environment.
As a Senior Quantitative Risk Specialist, you will lead the design and implementation of robust risk models across credit, market, and liquidity domains. This highly technical role requires expertise in quantitative analytics and model validation. Engage with internal stakeholders and external regulators to ensure compliance and effective risk management strategies.
Key Responsibilities:
• Develop enterprise-wide stress testing programs
• Address model-related inquiries for internal and external stakeholders
• Manage Commercial Credit Risk Rating model development




• Conduct benchmarking and backtesting for model performance
• Present analytical findings to diverse audiences
Requirements:
• 4-6 years in quantitative risk analytics
• Master’s Degree preferred; GARP FRM candidates encouraged
• Proficiency in Python for statistical modeling
• Strong communication skills for technical concepts
• Attention to detail in model development
Shape risk frameworks using quantitative strategies while fostering collaboration in a dynamic financial landscape.
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Apply on Kit Job: kitjob.ca/job/2fs3s4

📌 Senior Quantitative Risk Specialist for Advanced Risk Modeling (Surrey)
🏢 Coast Capital Savings
📍 Surrey