Senior Business Analyst

Responsibilities

• Develop risk models and quantitative risk analytics for retail, corporate, and capital markets
• Implement liquidity risk solutions from leading vendors
• Model cashflows for various financial products and create stress testing scenarios
• Write data extraction specifications and create database structures for liquidity computations
• Test data extracts, create workarounds for data gaps, and validate reports and final figures
• Conduct meetings with senior members of Group Treasury, Finance, and Group Risk Management

Requirements

• Approximately 10 years of experience in risk modelling, analytics, and software implementation
• At least one year of experience implementing liquidity risk solutions (e.g., Algorithmics, Sunguard)
• At least 3 years of IT experience in system implementation or software development
• Working knowledge of Basel, FSA, or OSFI regulatory requirements
• Experience with at least one end-to-end implementation (preferably Basel 2 or Basel 3)
• Proficiency in modeling financial products like bonds and swaps
• Bachelor's degree in a quantitative discipline (Finance, Economics, Engineering, or Mathematics)

Preferred Qualifications

• Working knowledge of Algorithmics’ RiskWatch
• Knowledge of complex financial instruments such as derivatives, repurchase agreements, and securitization products

About the Company

System Canada resources have a broad range of skills in different technologies. The large skill-set has been made possible by a conscious focus on strengthening our skills base.