Quantitative BA (Risk and Capital Markets)
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Eagle is currently seeking a Quantitative Business Analyst for a six (6) month contract position, scheduled to begin immediately.
The successful candidate will be responsible for:
- Documenting and obtaining approval on the expected methodologies to be used for the FRTB Models; and,
- Understanding all the quantitative models for specific capital markets products.
Skills and Qualifications
The successful candidate must have:
- 5+ years of past experience within quantitative discipline;
- Business Analyst experience, including experience producing related artifacts, considered an asset;
- Strong understanding of derivatives pricing techniques, familiarity with several underlying asset price models and with various numerical techniques. This is the most important part of this role;
- In-depth knowledge of Capital Markets: how the markets operate, what the products are, what the main risk drivers are, how the financial instruments and derivatives are revalued, and the industry standards, including any shortcomings thereof;
- Familiarity with market risk modelling techniques and regulatory requirements;
- Experience with model validation techniques and processes;
- The ability to challenge the proposed methodologies and to provide alternative solutions;
- Specific audit mind-set and skills to review methodologies, particularly those that are regulation-driven;
- Excellent understanding of risk measurement frameworks across risk types (i.e. market risk, credit risk, operational risk) and/or within risk types (e.g. VaR, Stressed VaR within market risk); and,
- Degree-level education in a quantitative discipline (e.g. Finance, Mathematics or Engineering) essential. Post graduate qualifications within a relevant field (MS- Finance, MBA, etc.),
Don't miss out on this opportunity, apply online today!
Eagle is an equal opportunity employer and will provide accommodations during the recruitment process upon request. We thank all applicants for their interest; however, only candidates under consideration will be contacted. Please note that your application does not signify the beginning of employment with Eagle and that employment with Eagle will only commence when placed on an assignment as a temporary employee of Eagle.