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Degree/Certifications Required:
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University degree in Mathematics, Statistics, Quantitative Finance, Computer Science, Engineering or related field. Postgraduate degree would be an asset.
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Years of experience: 7 plus
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Reason for request/why opened: volumes
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Interaction with Stakeholders: high amount
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Project Scope: equity derivatives
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Team Size: 6 to 7
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Personality Style/Team Culture: attention to detail, diligent, goes above and beyond. Thinks outside of the box.
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Selling Points of Position: exposure to different business, industry experience, interaction w/ traders. High impact products for the business (Cowan acquisition).
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Technical background combined w/ industry experience.
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Model specific experience- model development, implementation teams for equities pricing. Other products as well.
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How will performance be measured: meeting assigned deliverables. Ability to go above and beyond.
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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 valuation and Market Risk models.
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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.
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The role will involve the following:
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7 years of experience in business requirement gathering, data analysis, modelling, testing, and documentation within the financial and/or IT industry
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Ability to create, oversee, and track testing requirements and test artifacts amongst various groups
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Experience creating detailed test strategy documents and plans
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Experience with Market Risk, Credit Risk, and Equities derivatives pricing modelling is an asset
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Ability to conduct User Acceptance Testing including designing tests, develop detailed test cases
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Intermediate to high level and understanding of financial products and models
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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.
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Good inter-personal skills to build and maintain productive working relationships with various business partners across the Bank and on different levels of organization.
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Prior experience with delivering major regulatory programs and/or infrastructure implementations is an asset.
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Ability to clearly communicate complex financial concepts and obtain clarifications as necessary when discussing requirements.
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Ability to work independently as the senior analyst or QA lead analyst and coach or guide team
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Experience and comfort level acting as a subject matter expert and consultant, as well as contributor to potential project assessments
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Experience working with Atlassian tools (JIRA, Confluence, Bitbucket)
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Superior organizational skills -- must be able to identify and track project dependencies \& blockers, ensure proper resolution of outstanding items, document meeting minutes and takeaways in a clear and concise manner.
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Established rapport with various stakeholders throughout the bank.
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Excellent analytical, problem solving, organizational, and communication skills.
