Coast Capital offers a full-time Senior Quantitative Risk Specialist position focused on model design and validation in the Greater Vancouver and Greater Toronto Areas. Join a hybrid team dedicated to effective risk management.
This role requires leading the development and validation of quantitative risk models that assess market, liquidity, and capital risks. You will support internal and external stakeholders, providing insights that drive decision-making. A master’s degree is preferred, alongside strong technical skills in programming and risk analytics.
Key Responsibilities:
• Support validation of finance models for risk metrics
• Respond to internal and regulatory model inquiries
• Develop treasury deposit models for risk management
• Conduct benchmarking and backtesting analyses
• Prepare documentation and communicate findings to stakeholders
Requirements:
• Minimum 4-6 years of quantitative risk experience
• Expertise in Python and financial model...