|Reference # :||19-05951||Title :||Data Analyst - Capital Markets|
|Location :||Toronto, ON|
|Position Type :||Full Time/Contract|
|Experience Level :||Start Date / End Date :||06/03/2019 / 12/02/2019|
|Job Number - 23623|
Role Title: Data Analyst - Intermediate
Duration: 6 months from start date
Work Location: Toronto
Possibility of Extension/Conversion: Extension is possible but will depend on candidate performance and available funding and workload. Conversion to full-time is not expected to be available.
Group Information: The Quantitative Risk team in Capital Markets Risk Management (CMRM), owns and develops all models used for risk measurement of the Capital Markets Business at Bank. Model Performance – Market Data and Valuation Team, ensures the highest standards of quality for the way we consume data for risk measurement purposes, including VaR models for market risk and PFE for counterparty credit risk. This includes the daily quality assurance and assessment of market data as well as running regular controls and monitoring the validity of the risk factor data for measurement purposes.
• Validating market data from difference sourcing both internal and external using SQL queries and/or running automated jobs in python.
• Data analysis on the time series of different risk factors
• Have a general understanding of financial products to understand the data that requires validation and why
• Various documentation tasks
What Project Will The Contractor Be Working On: This role will be supporting the daily operational tasks within this team
Who Will The Contractor Be Working With on a Daily Basis: They will be working with the market risk managers, mobile developers, the technology team, front-office market data teams, and other teams/groups as needed.
• 3+ years of experience in data analysis
• Knowledge of financial products such as derivatives, swaps, forwards, options, etc. within different asset classes (equities, fixed income, etc.)
• Experience working with large data sets
• Experience with time series analysis
• SQL queries experience
• Understanding of financial models
Nice to Have:
• Python coding experience
• Technical background
• Excellent verbal and written communication skills
• Problem-solving skills, customer service and interpersonal skills
• Ability to work independently and manage one's time