Credit Risk Analyst

SunLife

Base: $60,000 - $97,000; bonus/equity: discretiona...
Hybrid
Quantitative finance degree required
Python sql vba coding skills
Credit risk model development experience
The role involves developing and maintaining advanced quantitative credit risk models for various asset portfolios at Sun Life

Job Summary

  • The role involves developing and maintaining advanced quantitative credit risk models for various asset portfolios at Sun Life.
  • Candidates will work closely with frontline analysts and IT teams to ensure accurate risk rating data and process improvements.
  • The position offers a flexible hybrid work model, immediate pension plan enrollment, and 15 vacation days per year.

Matching Summary

The role involves developing and maintaining advanced quantitative credit risk models for various asset portfolios at Sun Life.

Salary

Base: $60,000 - $97,000; Bonus/Equity: Discretionary incentive plans based on performance; Benefits: Flexible benefits, pension matching, 15 vacation days

Skills & Requirements

Must-have

  • Quantitative finance degree required
  • Python SQL VBA coding skills
  • Credit risk model development experience
  • IFRS 9 accounting standards knowledge
  • Fixed income instruments understanding

Nice-to-have

  • Machine learning modeling techniques
  • CFA or FRM professional qualifications
  • Agentic AI data mining experience
  • Third-party credit risk application familiarity
  • Strong presentation and communication skills

Key Requirements

  • Bachelor or graduate degree in quantitative finance
  • 1-2 years experience in quantitative risk functions
  • Experience with logistic regression and machine learning approaches

Work Rights

Not specified

Tailored Resume

Cover Letter