Quantitative Risk Manager (QRM)

  • Toronto, ON
  • Posted 6 hours ago | Updated moments ago

Overview

On Site
Contract - W2
Contract - 6+ month(s)

Skills

ALM
QRM

Job Details

Working env :
Hybrid in downtown Toronto (4 days onsite)


Top 2 things
Quantitative risk manager(QRM) working experience for a couple of years ( or a comparable treasury tool which manages ALM such as Moody's,Empyrean,Wolters Klutwer etc.)
Treasury/Risk background Solid understanding of capital markets products, valuation techniques, structural IRR, and balance sheet/liquidity management.

Detailed JD

Experience
7+ years of experience as a Business Systems Analyst, recently in Treasury space with direct involvement in system build and integration projects.
3+ years of hands-on experience implementing QRM as an ALM, Liquidity Management, Stress Testing or Forecasting tool - consulting, deployment, implementation, and support.
Solid understanding of cap markets instruments, valuation techniques and IRR
Expert analyzing and reconciling large datasets, investigations to drive business requirements, decisions, and solutions.
5+ years of experience in Agile delivery

High level responsibilities
Collaborate with business lines to analyze current state and gather, analyze, and document requirements related to ALM, liquidity management, FTP, and SIRR.
Write detailed business and functional specifications for internal and external system interfaces.
Lead requirements workshops and create artifacts such as data flow diagrams, process models, and message mapping documents.
Assist in testing efforts through scenario definition, defect triage, and requirements traceability.
Implement QRM platform by understanding the business objectives of Treasury pillars and ensure it aligns with business needs and objectives.
Support the implementation of QRM-related initiatives, ensuring successful project outcomes.
Utilize your deep understanding of QRM to address complex business challenges.

Education:
Bachelor's degree in computer science / engineering, mathematics, finance or related field required.
FRM, CFA, M.Fin, MBA or other related advanced degree preferred

Interviews:
2 rounds (1st one virtual & 2nd one in-person)


Best vs Average:
The best candidate possesses extensive experience with QRM within a leading Canadian bank & business knowledge
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