Our client, a Top-5 bank in Canada, is looking for a Quantitative Project Manager for a 6-month contract (that has a strong possibility of extending into 2020) located in Downtown Toronto. As the Quantitative Project Manager, you are responsible for the Models and Methodology work stream within the FRTB project.
Responsibilities of the Quantitative Project Manager
- M&M Status reports for Operating and Steering Committee and other senior level reporting forum.
- Strategy and Planning for the Models work stream to ensure alignment with the program as a whole.
- Responsible for effectively managing stakeholders and leading the M&M working groups
- Ability to effectively manage change requests and assess impact to cost, schedule and resources
- 10 + years of Project management experience
- Minimum Master’s degree in an quantitative field
- Good understanding of Market Risk Methodology and practices as well as Capital Markets
- Prior model risk management experience
- Strong quantitative background. They should understand VAR testing, stress testing, SBA, DRC, RRA & IMA EF
- Strong Communication Skills and Stakeholder interactions
- FRTB experience is a strong asset
Please send all resumes to Daniel@ifgpr.com!