Job Description

About the Role

Insight Global is seeking a Market Risk Analyst to join the Model Change team within Capital Markets Market Risk at a top bank in downtown Toronto. This role focuses on model changes and enhancements supporting VaR, stress testing, and FRTB, rather than regression or pure testing work.

The team supports business as usual (BAU) work, driven by ongoing changes in trading products, regulatory standards, and market risk methodologies.

Responsibilities & Day to Day Work

• Support the Model Change team within Market Risk, focusing on enhancements to pricing models, historical analysis, and risk methodologies related to VaR, stress testing, and FRTB
• Partner with Front Office, Modeling, Risk Oversight, and Calculator teams when new trading products (e.g., new option types or derivatives) are introduced
• Review test strings and outputs provided by Front Office and ensure models behave as ex...