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维多利亚加中教育集团(Victoria International College)
电话：416-665-1888；Email: info@viccollege.com；
Website: www.viccollege.ca；www.viccollege.com；www.vicedu.com；
地址：200 Consumers Road，Suite 118，M2J 4R4 (位于Consumers夹Sheppard东南角第三座楼，近地铁站，免费停车)
Website: www.viccollege.ca；www.viccollege.com；www.vicedu.com；
地址：200 Consumers Road，Suite 118，M2J 4R4 (位于Consumers夹Sheppard东南角第三座楼，近地铁站，免费停车)
Senior Quantitative Analyst position
Core Responsibilities:
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Position Title: Senior Quantitative Analyst, 18 month contract
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Département: Model Vetting & Validation
Group Risk Management – Market & Trading Credit Risk
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PURPOSE
· Vet models related to Equity Derivatives, FX Derivatives Models.
· Elevate material issues related to the model risk.
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PRIMARY RESPONSIBILITIES
· Independently vet, calibrate and test new and existing risk measurement and pricing models for Structured Equity Linked Products, FX Derivatives, Corporate Treasury and Insurance, and other units as required. This includes assisting in the vetting scope definition, deliverables and cost specifications, the documentation of tests performed, specific test results, etc.
· Write vetting reports
· Identify and articulate model limitations and maintaining a model inventory
· Work with Valuations to periodically review and validate model parameter inputs
· Periodically perform model re-review
· Maintain & update model inventory for the responsible units and ensure timely model re-review.
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JOB SPECIFICATIONS
· Broad exposure to and excellent knowledge on risk management methodology and derivative pricing models
· Strong computational and programming skills
· Strong leadership, communication and interpersonal skills
Required:
· PhD in Quantitative Discipline, i.e. Math, Physics, Engineering or Finance
· FRM Certification or Candidate.
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