Business Information Management Specialist II (2–4 years) to develop and maintain stress testing models using R and Python 58096

Our financial services client is seeking a Business Information Management Specialist II (2-4 years) to develop and maintain stress testing models using R and Python

Join a team that designs and calibrates quantitative models supporting market risk and stress testing in a leading financial institution. This role contributes to model development, maintenance, and execution across regulatory and internal programs. It offers exposure to complex analytical initiatives with direct impact on enterprise risk management. The team provides a focused and collaborative environment within a specialized quantitative group.

Contract, Toronto, Onsite 4x/week, 66 wellington st Working Hours: EST

Must Haves

2-4 years:

• Strong analytical foundation in quantitative finance and statistical modeling gained through academic or practical experience
• Knowledge of financial derivatives valuation and market risk modeling across asset classes including Rates, Credit, Equities, and FX
• Proficiency in R and Python programming
• Graduate degree in quantitative finance or other relevant quantitative field

Nice to Have

• Experience with C++

Responsibilities

• Develop, maintain, and execute stress testing models for market risk projections
• Research and implement modeling methodologies for internal and regulatory stress testing programs
• Document technical modeling approaches and results in clear and transparent reports
• Liaise with internal business partners to ensure accurate implementation and delivery of models
• Analyze and provide commentary on pricing and stress testing models currently in use
• Adhere to established model lifecycle governance and compliance standards
• Enhance domain knowledge through continued research and collaboration within the modeling team