Director, Capital Market and Alternative Investment Risk Analytics
1 month ago
Director, Model Validation and Analytics page is loaded Director, Model Validation and Analytics Apply locations Toronto, Ontario, Canada time type Full time posted on Posted 4 Days Ago job requisition id JR101497
Why you’ll love working here:
high-performance, people-focused culture
our commitment that equity, diversity, and inclusion are fundamental to our work environment and business success, which helps employees feel valued and empowered to be their authentic selves
learning and development initiatives, including workshops, Speaker Series events and access to LinkedIn Learning, that support employees’ career growth
membership in HOOPP’s world class defined benefit pension plan, which can serve as an important part of your retirement security
competitive, 100% company-paid extended health and dental benefits for permanent employees, including coverage supporting our team's diversity and mental health (e.g., gender affirmation, fertility and drug treatment, psychological support benefits of $2,500 per year, and newly extended maternity/parental leave top of 26 weeks)
optional post-retirement health and dental benefits subsidized at 50%
yoga classes, meditation workshops, nutritional consultations, and wellness seminars
access to an annual wellness reimbursement program for health and wellness-related expenses for permanent and temporary employees
the opportunity to make a difference and help take care of those who care for us, by providing a financially secure retirement for Ontario healthcare workers
Job Summary:
Reporting to the Senior Director, Model Validation and Analytics the Director will be responsible for the oversight of valuation models that underpin market, credit and liquidity risk measurement with models covering all derivatives, credit, fixed income and equity instruments, as well as alternative investments. The incumbent will contribute to the development and maintenance of risk models, primarily for market risk but also exposure measurement and country and FX risk. The Director will also be involved with the development and compliance of policies relating to the governance of model risk as well as advising on appropriate IT infrastructure for risk Provide ad hoc analysis in response to questions from senior management.
What you will do:
Manage the development, validation, and implementation of valuation and risk models across functional teams, including quantitative consultants, IT business analysts, developers, and data teams.
Propose, implement and maintain appropriate levels of controls for model development and testing. Maintaining documentation and controls consistent with what is required my internal and external auditors and other governance-related stakeholders.
Manage performance, training and onboarding of team members who are actively involved in the development of HOOPP’s valuation and risk models.
Build models using Python for production and prototyping, validating models, and performing ad-hoc analysis.
Maintain active dialogue with other risk leaders as well as other financial professions in risk, trading and finance departments in order to develop appropriate risk and valuation models.
Work both with IT and members of the group to develop and implement models, using techniques that promote automated processing and production-level development practices.
Work closely with internal controls group and external auditors in their review and validation of risk and valuation processes and models.
identify creative solutions to “odd” product valuation and risk calculations, especially in the area of alternative investments and exotic derivatives.
Provide senior management with ad hoc analysis relating to the risk and valuation models.
What you bring:
Experience building valuation and risk models in Python combined with knowledge of methodologies and approaches to instrument valuation and risk measurement for a broad range of financial products.
Experience using 3rd party software for managing risk, especially for valuing financial instruments, is an asset. Example include Blackrock’s Aladdin, SS&S (formally Algorithmics) RiskWatch, or MSCI.
Experience modelling alternative assets is an asset.
Master’s degree in a quantitative field e.g. Math, Finance, Actuarial Science.
Professional designation in finance (CFA, FRM, PRM).
Minimum of 10 years’ experience in quantitative finance.
Experience in project management across multi-functional teams
Experience with best practice for model development (both at the code level and in general development methodologies).
Excellent collaboration and relationship management skills, including the ability to manage and strengthen relationships across different teams.
Ability to build and motivate strong technical contributors.
Excellent communication, interpersonal and leadership.
About HOOPP
Established in 1960, the Healthcare of Ontario Pension Plan (HOOPP) is a multi-employer defined benefit pension plan for Ontario's hospital and community-based healthcare sector. We serve more than 460,000 members who provide valued healthcare services at more than 670 employers across the province. At HOOPP, we exist to provide a stable and reliable pension for our members that starts in retirement and is paid for life. As one of Canada's largest and most respected pension plans, HOOPP's net assets reached $112.6 billion at the end of 2023 and our funded status remained strong and stable at 115%.
HOOPP's core values - professional, accountable, collaborative, compassionate and trustworthy - guide our every interaction with our members, employers and employees. We've become one of Canada's leading pension plans by consistently challenging ourselves and embracing innovation. From our unique investment management approach to our innovative technology and thought-provoking research, we constantly seek to push the boundaries, and we do this by hiring passionate, forward-thinking people.
Our high-performance culture is founded on collaboration, respect and belonging. HOOPP is an equal opportunity employer and we're proud of our diversity. We select applicants for employment solely on the basis of their qualifications. Should you require accommodation because of a disability during the recruitment and selection process, please contact our Human Resources team. We will be happy to consult with you so that arrangements can be made for reasonable accommodation.
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