23 Aug
|
ATB Financial
|
Calgary
23 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 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.
📌 Quantitative Risk Analyst at ATB (Calgary)
🏢 ATB Financial
📍 Calgary