Pay Rate: $30
Location: Toronto ON
Job Type: Contract
Responsibilities:
- Provide quantitative support to business units (Models & Analytics, Credit Risk Management, Group Risk, and Group Finance Actuarial)
- Assess potential model risks as they relate to embedded assumptions and target applications
- Communicate effectively in the form of Model Validation reports, memos and presentations to risk management and businesses regarding the validity and potential risks associated
- Ensure model inventory management processes to be properly followed
Qualifications;
- One to two years of experience in financial modelling and application development with quantitative educational background (advanced degree in Mathematics, Physics, Engineering, etc.)
- Strong background in quantitative modelling of interest rates, inflation, foreign exchange rates, equities, and commodities for derivative pricing and risk computation
- Excellent analytic and problem-solving skills
- Strong programming experience in Matlab, VBA, Python or C++
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