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Business System Analyst-Market Risk
Company | CGI |
Address | Toronto, Ontario, Canada |
Employment type | FULL_TIME |
Salary | |
Category | IT Services and IT Consulting |
Expires | 2023-07-22 |
Posted at | 10 months ago |
CGI- Business System Analyst-Market Risk
Fulltime/permanent
Hybrid
Position Description
We are Canada's largest independent information technology services firm, and after 45 years, we're still growing! Join Canada's largest IT Company as a 'Business System Analyst' in our Banking Services Division
CGI supports our members’ career aspirations, offering learning initiatives and provides access to our global health and wellness program. We also offer competitive salaries and benefits, with your career growth in our top of mind
Required qualifications to be successful in this role
• Experience working on projects (Agile methodologies) related to pricing/risk and market and credit/counterparty data for Risk engines
• Relevant Risk experience: Modeling of different products types including Bonds, Equity, FX etc. for Market and Counterparty Credit Risk exposures
• Understanding of financial Instruments including the various types - Rates Derivatives, Credit Derivatives, Equity Derivatives FX Options & FX Cash etc. and their valuation; Exposure to Banking Loan Book
• Experience of working on scenario engines and scenario derivation
• Understanding of Market Risk (preferred) or Counterpart Credit Risk (less preferred but might work)
• Computation of VaR and Expected shortfall(both are must have).
• Pricing of derivatives and fixed income products
• Hands on experience on SQL, Unix will be a big plus
• FRTB understanding is desirable (But not a must have for scenarios position)
• Understanding of sensitivities (delta, vega, gamma etc.)
• General understanding of terms like scenarios, shocks, time series
• How VaR/ES shortfall is computed from a time series/shocks.
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