Business Information Management Analyst II

Job Title: Business Information Management Analyst II
Location: Toronto or Markham, ON (Hybrid)
Estimated Duration: 12 Months

JOB DESCRIPTION
The Model Control Team within Enterprise Risk Model Development is responsible for model implementation testing, related change management, and control function and support for Client Securities valuation and Market Risk models.

This Model Control Specialist role will work primarily supporting the GED business (Global Equities Derivatives) within client. The position will work closely with client Change Delivery team, Front Office Quant teams, Technology, Model Development (MD), Model Validation (MV/MRM), Market Risk (MR), Product Control (PC), and related Line of Business Risk Management teams.
The role will involve the following:

• Create, oversee, and track model implementation testing requirements and test artifacts for equities derivatives pricing models, and integration with related input models (e.g. curves) and downstream risk models (e.g. VaR, FRTB, Counterparty Credit Risk).
• Create and own the model implementation test strategy and support of end-to-end test phases.
• Providing leadership to turn testing requirements into delivery test cases and test plan with analyses and recommendations that meet business objectives within a timely and cost-effective manner.
• Providing timely updates on project test execution and status, analyses and findings to senior management and various stakeholders.
• Identifying and escalating issues to the appropriate individual(s)/group(s) to ensure prompt attention/resolution.
• Extremely organized, great at building and maintaining stakeholder relationships.
• Staying energized, productive and focused in the face of challenges, ambiguity, change or strenuous demands.
• Build trust with stakeholder groups and maintain good working relationship with other departments.
• Part of an effective and diverse team to effectively deliver productivity, quality and innovation

MUST-HAVE Hard Skills:

• Experience with Market Risk, Credit Risk, derivatives pricing modelling
• Strong working knowledge and hands-on experience using a common industry used programming language (e.g. Python) in the context of data and statistical analysis.
• Prior experience in business requirement gathering, data analysis, modelling, testing, and documentation within the financial and/or IT industry
• University degree in a financial engineering or strongly quantitative field (graduate degree is preferred)

SOFT SKILLS:

• Strong communication skills (written and verbal)
• Strong interpersonal skills
• Self-motivated, well organized, able to work both independently and in a team environment
• Attention to detail and someone who is a self-starter and adaptable
• Ability to clearly communicate complex financial concepts and obtain clarifications as necessary when discussing requirements.
• Ability to work independently as the senior analyst or QA lead analyst

NICE-TO-HAVE

• CFA/FRM certifications
• Quantitative modeling experience at a large financial institution