Senior Business Analyst – Capital Market – Risk Analytics (Liquidity Risk)

System Canada is seeking a Senior Business Analyst to join their Capital Market - Risk Analytics team. The ideal candidate will have 10 years of experience in risk modelling, risk analytics, and software programming, with a strong understanding of financial products and regulatory requirements.

Requirements

• 10 years of experience in risk modelling, risk analytics, and software programming
• Hands-on experience developing risk models or quantitative risk analytics
• Strong understanding of financial products and regulatory requirements
• Experience implementing liquidity risk solution from a leading vendor such as Algorithmics, Sunguard
• Theoretical knowledge of basic financial / valuation models for bonds and swaps
• Ability to model cashflows of various financial products and create shocks and scenarios for stress testing
• Working knowledge of regulatory requirements of Basel, FSA and / or OSFI
• At least 3 years of IT experience involving system implementation, programming and / or software product development
• Excellent communication skills and financial / risk expertise