Business System Analyst - Toronto, Canada - CGI

CGI

Verified Company

Toronto, Canada

1 week ago

Posted by:

Sophia Lee

beBee Recruiter

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.
Insights you can act on

While technology is at the heart of our clients' digital transformation, we understand that people are at the heart of business success.

When you join CGI, you become a trusted advisor, collaborating with colleagues and clients to bring forward actionable insights that deliver meaningful and sustainable outcomes.

We call our employees "members" because they are CGI shareholders and owners and owners who enjoy working and growing together to build a company we are proud of.

This has been our Dream since 1976, and it has brought us to where we are today — one of the world's largest independent providers of IT and business consulting services.

At CGI, we recognize the richness that diversity brings. We strive to create a work culture where all belong and collaborate with clients in building more inclusive communities. As an equal-opportunity employer, we want to empower all our members to succeed and grow. If you require an accommodation at any point during the recruitment process, please let us know. We will be happy to assist.

Ready to become part of our success story? Join CGI — where your ideas and actions make a difference.
Your future duties and responsibilities

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.