Int. Bilingual Quantitative Analyst with quantitative skills, Python and SQL to develop, implement and maintain quantitative risk models for a large bankin

Job ID: 52862 of positions: 1 Start Date: Dec 2 nd Duration: 12 months Extension possible: Yes Conversion Possible: Yes Interview Process: 1 Teams 1 with other team members also virtual or in person Work Location: 1350 Rene-Levesque Blvd Corporate MTL ( 3 days in office Tuesday to Thursday ) Description Apply specialized skills and fundamental data science methods such as predictive modeling, time series forecast or deep learning, to build risk forecasting models used to manage equity portfolios. Ensure models are properly documented, tested, and vetted as per regulatory and audit requirements. Help in the management of AM’s Quantitative Equity mandates. Design, prototype, test, and document enhancements to the existing forecasting models. Support the client portfolio management and relationship management teams for ad-hoc analysis. Continuously evaluate relevance of forecasting models and research for the current product mix and market conditions. Stay on top of economic and market conditions impacting the portfolios. Closely monitor and understand each strategy’s intended and unintended risks, and the underlying drivers of their P&L. Review, understand and vet changes in model preferences over time. Work closely with AM's data, quantitative research, portfolio management and risk management teams to evaluate and monitor the impact of various strategies. Coordinate with internal partners in the technology and business analyst teams to specify requirements for improvements to upstream systems needed by our team. Test and validate applications on the quantitative equity portfolio management system. Must Have : - Proven proficiency in Python and related packages. Strong familiarity with SQL and relational databases. Strong command of foundations of applied statistics and linear algebra. Finance industry 2yrs - Ideally 2 years of experience in a quantitative investment research or data science role. Nice to have : Knowledge of MATLAB and experience working with unstructured data BARRA , APT - Knowledge or experience in multifactor equity or risk modeling, including multi-factor models Northfield or Axioma; risk management metrics and methods such as VaR and stress testing models. Degree/Certifications Required: - Graduate degree (Master of Ph.D.) in a quantitative field such as Quantitative Finance, Economics, Data science, Statistics, Mathematics, or a technical field such as Physics or Engineering - CFA designation or working towards obtaining it. Apply

Location: Canada, CA

Posted Date: 11/2/2024