Unleash your analytical skills as a Quantitative Risk Analyst with ATB, focusing on financial risk management. This hybrid role merges technical coding and quantitative analysis to enhance risk strategies.
As a Senior Analyst in Quantitative Risk Analytics with ATB, you will work within a dynamic Financial Risk Management team. Your expertise in quantitative methods will help ATB innovate financial risk approaches, ensuring a robust second line of defense. Responsibilities will include model calibration, backtesting, and providing insights across risk frameworks such as VaR and PFE.
Key Responsibilities:
• Author and update methodology documentation for financial risk models
• Review and calibrate model parameters in Murex
• Conduct backtesting on key risk models and report findings
• Collaborate on current product setup and testing initiatives
• Maintain model inventory and track issues systematically
Requirements:
• Master’s degree in a quantitative field
• 2-5 years of experience in quantitative risk analysis
• Proficiency in Python and SQL
• Understanding of financial risk metrics
• Strong technical writing and organizational skills
Bring your quantitative expertise to ATB and impact financial risk management strategies.
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📌 Quantitative Risk Analyst at ATB (Alberta)
🏢 ATB Financial
📍 Alberta
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