22 Aug
|
ATB Financial
|
Calgary
22 Aug
ATB Financial
Calgary
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 recent 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. #J-18808-Ljbffr
📌 Quantitative Risk Analyst at ATB (Calgary)
🏢 ATB Financial
📍 Calgary