Senior Risk Data Engineer / Risk Management Data Analyst - Toronto, ON

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Company: Lorven Technologies Inc

Location: Toronto, ON M4E 3Y1

Description:

Job Title: Senior Risk Data Engineer / Risk Management Data Analyst

Location: Toronto, ON - Canada

Responsibilities:
  • Know pandas and Python ( Important & Mandatory)
  • Strong technical skills (working with SQL, data handling, data mapping)
  • Should have worked on ESG and Climate risk projects in the Banking sector, especially on data and technical portions
  • Experience writing technical specifications
  • Leading UAT and BA activities in a program
  • Experience in Greenhouse gas ( physics or chemistry) BioTech --? Science Skill (academic qualification which is highly desired but not mandatory)

Must have
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 product types including Bonds, Equity, FX, etc. for Market and Counterparty Credit Risk exposures
Understanding of financial Instruments including several types - Rates Derivatives, Credit Derivatives, Equity Derivatives FX Options & FX Cash, and their valuation; Exposure to Banking Loan Books and other products
Knowledge of market and counterparty risk management is useful
10+ years of previous work experience as a Business or Data Analyst, or in a technical/functional Role
Documentation skills - the ability to succinctly articulate requirements, summarize data analysis, and present to business users and the development team
Use of Python, Anaconda, Pandas, Jupyter, Linux, Hadoop, Hive, Spark, and other big data technologies
Strong data analysis skills are required including analyzing large data sets in using SQL queries and other modeling tools
Producing and using Data Catalogues, understanding data models, and business process modeling
Experience building enterprise-scale applications involving large data volumes and computations
Bachelor's degree in Science, Information Technology, Computer Science or other quantitative discipline

Nice to Have
Good understanding of Climate Risk Initiatives, Environmental, Social, and Governance investment policies & framework for financial institutions
Professional risk/finance certifications (e.g. FRM, PRM, CFA)

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