ATB is seeking a Senior Quantitative Analyst dedicated to Risk Analytics. This position offers a hybrid scheme, combining technical skills with financial risk management insights.

In this essential role, you'll support the FRM team through detailed model documentation, calibration processes, and in-depth backtesting activities. Your analytical skills will help facilitate ATB's risk management, enhancing its service delivery within the financial sector and ensuring compliance with established frameworks.

Key Responsibilities:
• Develop and maintain risk model documentation and governance
• Conduct routine model parameter reviews and calibrations
• Execute backtesting and contribute to quarterly risk reports




• Partner in the setup and testing of recent risk models
• Track issues and maintain model inventory documentation

Requirements:
• Master’s degree in a relevant quantitative discipline
• 2-5 years of experience in risk analysis or model validation
• Strong coding capabilities in Python and SQL; Murex familiarity is a plus
• In-depth knowledge of risk metrics and methodologies
• Expertise in technical writing and structured reporting

Enhance ATB’s capabilities in financial risk management through your quantitative expertise.
#J-18808-Ljbffr

📌 Senior Quantitative Analyst at ATB (Alberta)
🏢 ATB
📍 Alberta