Astek

Applications Programmer

Toronto, ON, CA

4 days ago
Save Job

Summary

Job Offer: Applications Programmer

Location: Toronto

Contract Duration: 5 months

Work Mode: Hybrid

Start Date: ASAP


Why Join Us?


Astek is a global leader in technology consulting. With 9,600 experts worldwide, we guide our clients through digital transformation by developing innovative solutions.


In Canada, we excel in IT and engineering. We collaborate with leading companies to tackle major technological challenges, putting innovation, collaboration, and excellence at the heart of our actions.


Join a passionate and committed team ready to bring your ideas to life.


About the Role


On behalf of our client in the Banking industry, Astek Canada is seeking a motivated Applications Programmer ready to take on new challenges.


Your Responsibilities


As an Applications Programmer, you will be responsible for:

  • Develop 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 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 above.
  • Write and maintain robust code for performing the above functions.


Your Qualifications


Education/Experience:

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


Key Skills:

  • Develop 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 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 above.
  • Write and maintain robust code for performing the above functions.


Personal Qualities:

  • Analytical and solution-oriented mindset.
  • Team collaboration and teamwork skills.
  • Autonomy and rigor in managing priorities.


The Astek Advantages

  • Personalized CARE plan for our employees.
  • Diversity & Inclusion Charter.


Ready to Take on the Challenge?

Apply now by sending your CV and discover a rewarding career at Astek Canada.

How strong is your resume?

Upload your resume and get feedback from our expert to help land this job

People also searched: