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 new 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 • Solid 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 (Winnipeg)
🏢 ATB
📍 Winnipeg