Risk Modeling Director
4 days ago
Reporting to the Senior Director, Risk Analytics and Modeling, 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.
Key Responsibilities- Manage the development and validation of risk models, including data extraction and database design. Develop tools to help support the risk production process, including reporting and risk calculations.
- Propose, implement and maintain appropriate levels of controls for model development and testing. Maintaining documentation and controls consistent with what is required by 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 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 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 model the risk of "odd" products, especially for alternative investments and exotic derivatives.
- Provide senior management with ad-hoc analysis relating to the risk and valuation models.
- Experience and expertise building risk models and related tools using Python.
- Experience using 3rd party software for managing risk is an asset. Examples include Blackrock's Aladdin, SS&S (formally Algorithmics) RiskWatch, or MSCI.
- 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 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.
- Team-player with examples of delivering project deliverables within time and money budgets.
- Ability to influence teams in other Divisions to achieve common goals.
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Director, Risk Modeling
4 days ago
Toronto, Ontario, Canada Healthcare of Ontario Pension Plan (HOOPP) Full timeSeeking a Director to oversee valuation models for market, credit, and liquidity risk measurement, with expertise in Python and risk modeling. Reporting to the Senior Director, Risk Analytics and Modeling, the Director will be responsible for the oversight of valuation models that underpin market, credit and liquidity risk measurement with models covering...
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Risk Modeling Director
5 days ago
Old Toronto, Ontario, Canada HOOPP Thames Limited Full time{"h3>About HOOPP Thames Limited\/h3>About Us\/b>At HOOPP Thames Limited, we are committed to providing our members with a stable and reliable pension.\/p>We are a leading pension plan in Canada, serving over 460,000 members.\/p>Our team is dedicated to delivering exceptional service and support to our members.\/p>We are seeking a highly skilled and...
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Risk Modeling Director
4 days ago
Old Toronto, Ontario, Canada HOOPP Thames Limited Full time{"h3>About HOOPP Thames Limited\/h3>About Us\/b>At HOOPP Thames Limited, we are committed to providing our members with a stable and reliable pension.\/p>We are a leading pension plan in Canada, serving over 460,000 members.\/p>Our team is dedicated to delivering exceptional service and support to our members.\/p>We are seeking a highly skilled and...
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Risk Modeling Director
2 days ago
Toronto, Ontario, Canada HOOPP Thames Limited Full timeDirector - Risk & ModelingAbout the Role:We are seeking a highly skilled Director to lead our Risk and Modeling team. As a key member of our organization, you will be responsible for overseeing the development and maintenance of risk models that underpin market, credit, and liquidity risk measurement.Key Responsibilities:Manage the development and validation...
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Risk Modeling Director
2 days ago
Toronto, Ontario, Canada HOOPP Thames Limited Full timeDirector - Risk & ModelingAbout the Role:We are seeking a highly skilled Director to lead our Risk and Modeling team. As a key member of our organization, you will be responsible for overseeing the development and maintenance of risk models that underpin market, credit, and liquidity risk measurement.Key Responsibilities:Manage the development and validation...
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Risk Modeling Director
2 days ago
Toronto, Ontario, Canada HOOPP Thames Limited Full timeDirector - Risk & ModelingAbout the Role:We are seeking a highly skilled Director to lead our Risk and Modeling team. As a key member of our organization, you will be responsible for overseeing the development and maintenance of risk models that underpin market, credit, and liquidity risk measurement.Key Responsibilities:Manage the development and validation...
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Risk Modeling Director
2 days ago
Toronto, Ontario, Canada HOOPP Thames Limited Full timeDirector - Risk & ModelingAbout the Role:We are seeking a highly skilled Director to lead our Risk and Modeling team. As a key member of our organization, you will be responsible for overseeing the development and maintenance of risk models that underpin market, credit, and liquidity risk measurement.Key Responsibilities:Manage the development and validation...
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Risk Modeling Director
5 days ago
Old Toronto, Ontario, Canada HOOPP Thames Limited Full timeDirector, Risk Modeling and DevelopmentAbout the Role:We are seeking a highly skilled Director to lead our risk modeling and development efforts. As a key member of our team, you will be responsible for overseeing the development and maintenance of risk models that underpin market, credit, and liquidity risk measurement.Key Responsibilities:Manage the...
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Risk Modeling Director
5 days ago
Old Toronto, Ontario, Canada HOOPP Thames Limited Full timeDirector, Risk Modeling and DevelopmentAbout the Role:We are seeking a highly skilled Director to lead our risk modeling and development efforts. As a key member of our team, you will be responsible for overseeing the development and maintenance of risk models that underpin market, credit, and liquidity risk measurement.Key Responsibilities:Manage the...
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Risk Modeling Director
4 days ago
Old Toronto, Ontario, Canada HOOPP Thames Limited Full time{"h3>About HOOPP Thames Limited\/h3>About Us\/b>HOOPP Thames Limited is a leading provider of risk management solutions, serving over 460,000 members across Canada. We are committed to delivering exceptional results and fostering a culture of excellence in risk modeling and development.Job Summary:\/b>The Director of Risk Modeling will be responsible for...
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Risk Modeling Director
4 days ago
Old Toronto, Ontario, Canada HOOPP Thames Limited Full time{"h3>About HOOPP Thames Limited\/h3>About Us\/b>HOOPP Thames Limited is a leading provider of risk management solutions, serving over 460,000 members across Canada. We are committed to delivering exceptional results and fostering a culture of excellence in risk modeling and development.Job Summary:\/b>The Director of Risk Modeling will be responsible for...
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Risk Model Development Director
2 days ago
Old Toronto, Ontario, Canada HOOPP Thames Limited Full timeDirector, Risk Modeling & DevelopmentAbout the Role:We are seeking a highly skilled Director to lead our risk modeling and development efforts. As a key member of our team, you will be responsible for overseeing the development and validation of risk models, ensuring they meet the highest standards of accuracy and reliability.Key Responsibilities:Manage the...
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Risk Model Development Director
2 days ago
Old Toronto, Ontario, Canada HOOPP Thames Limited Full timeDirector, Risk Modeling & DevelopmentAbout the Role:We are seeking a highly skilled Director to lead our risk modeling and development efforts. As a key member of our team, you will be responsible for overseeing the development and validation of risk models, ensuring they meet the highest standards of accuracy and reliability.Key Responsibilities:Manage the...
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Director - Risk and Modeling Expert
2 weeks ago
Old Toronto, Ontario, Canada Canadian Imperial Bank of Commerce Full timeAbout the RoleWe are seeking a highly skilled Director to lead our risk modeling efforts at the Canadian Imperial Bank of Commerce. As a key member of our team, you will be responsible for designing and monitoring our risk rating methodologies, developing and supporting risk quantification parameters, and managing various credit risk projects.Key...
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Director - Risk and Modeling Expert
2 weeks ago
Old Toronto, Ontario, Canada Canadian Imperial Bank of Commerce Full timeAbout the RoleWe are seeking a highly skilled Director to lead our risk modeling efforts at the Canadian Imperial Bank of Commerce. As a key member of our team, you will be responsible for designing and monitoring our risk rating methodologies, developing and supporting risk quantification parameters, and managing various credit risk projects.Key...
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Toronto, Ontario, Canada Royal Bank of Canada> Full timeJob SummaryWe are seeking an experienced Associate Director to join our Enterprise Model Risk Management team. As a key member of our team, you will play a critical role in ensuring the integrity and efficacy of various quantitative models used in the bank.Job DescriptionAs an Associate Director, you will be responsible for:Validating models: Including...
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Toronto, Ontario, Canada Royal Bank of Canada> Full timeJob SummaryWe are seeking an experienced Associate Director to join our Enterprise Model Risk Management team. As a key member of our team, you will play a critical role in ensuring the integrity and efficacy of various quantitative models used in the bank.Job DescriptionAs an Associate Director, you will be responsible for:Validating models: Including...
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Old Toronto, Ontario, Canada Scotiabank Full timeDirector, Market Risk and Model PerformanceScotiabank is seeking a seasoned professional to lead our Market Risk and Model Performance team. As Director, you will be responsible for overseeing the development and implementation of our Asset Liability Management (ALM) models, ensuring they meet the Bank's risk management requirements.Key Responsibilities:Lead...
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Old Toronto, Ontario, Canada Scotiabank Full timeDirector, Market Risk and Model PerformanceScotiabank is seeking a seasoned professional to lead our Market Risk and Model Performance team. As Director, you will be responsible for overseeing the development and implementation of our Asset Liability Management (ALM) models, ensuring they meet the Bank's risk management requirements.Key Responsibilities:Lead...
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Enterprise Model Risk Oversight Director
2 weeks ago
Old Toronto, Ontario, Canada Royal Bank of Canada Full timeJob SummaryThis is a critical role within the Enterprise Model Risk Management (EMRM) team at Royal Bank of Canada. As an Associate Director, you will be responsible for ensuring the integrity and efficacy of various quantitative models used in the bank.Key ResponsibilitiesModel Validation: Validate models, including regression models, front office pricing...
