Job Title: Applications Programmer
Contract Duration: 5 Months
Pay range: C$35 - 48/hr
Location: Toronto, ON
Work Type: Hybrid, ANY 2 days a week
Summary of day-to-day Responsibilities:

• Our client is hiring a Modelling/Forecasting Senior Analyst to develop, enhance, and implement credit risk models for non-retail portfolios.

Job Responsibilities:

• Applications Programmer develops PD, LGD, and UGD models for DFAST, EWST, CECL, and IFRS9 usage;
• Design econometric models to explore relationships between credit losses and the macroeconomic environment.
• Design mathematical and statistical algorithms to enhance existing models;
• Conduct applied research for credit risk modeling;
• Perform ad hoc analyses as required by management and other business partners;
• Participate in the design, planning, implementation, and testing of various modeling initiatives;
• Collaborate with non-retail teams and participate in cross-functional projects as needed;
• Produce and maintain well-articulated documentation on the above.
• Write and maintain robust code for performing the above functions.

Must Haves:

• Strong background in data-driven statistical modeling, supervised learning, unsupervised learning, and discriminative models.
• Strong theoretical and numerical background.
• Programming experience in SAS, Python, or MATLAB is strongly preferred.
• Knowledge of coding standards and object-oriented programming.
• Experience working with relational databases and SQL.
• Strong interest and ability to undertake applied research.
• Out-of-the-box thinker and enthusiastic in solving problems.
• Strong written and verbal communication skills.
• Ability to work in a multi-disciplinary team setting.
• Strong work ethic and adaptable to changing priorities.

Required Education:

• Graduate degree in a quantitative field, such as Applied Econometrics, Economics, Mathematics, Statistics, Actuarial Science, Computer Science or Physics.

Required Experience:

• 1-5 years of experience (new grads)

Notes:

• Graduate degree in quant discipline

About The Company:
Top 10 bank in Canada and North America offering comprehensive financial solutions. Providing retail, commercial, wealth management, and wholesale banking services, we help clients thrive in today's evolving market.
About GTT:
GTT is a minority-owned staffing firm and a subsidiary of Chenega Corporation, a Native American-owned company in Alaska. As a Native American-owned, economically disadvantaged corporation, we highly value diverse and inclusive workplaces. Our clients are Fortune 500 banking, insurance, financial services, and technology companies, along with some of the nation's largest life sciences, biotech, utility, and retail companies across the US and Canada. We look forward to helping you land your next great career opportunity!
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