Risk Analytics Expert

1 week ago


Toronto, Ontario, Canada Ontario Teachers' Full time
Job Title: Senior Associate, Risk Analytics

About the Role

We are seeking a highly skilled Senior Associate to join our Risk Analytics team. As a key member of the team, you will be responsible for independently monitoring and accurately reporting OTPP's market and credit risk. Your strong financial product knowledge and risk analysis skills will enable you to perform risk attribution analysis and provide valuable insights into risk movements across various dimensions.

Key Responsibilities

  • Perform daily analysis, reporting, and monitoring of the fund's VaR/ETL, Greeks, and Backtesting for Active and Asset risk at the total fund level.
  • Maintain and enhance the BI reporting suite and various risk analysis tools developed in-house to facilitate a deeper understanding of risk drivers and changes.
  • Identify, analyze, and resolve issues around risk reporting and perform market data quality checks on various data sources and programs.
  • Collaborate with Risk and Enterprise Operation to define and review business requirements around market data, model implementation, workflow design, and reporting.
  • Review and conduct UAT testing of changes introduced to the enterprise risk system to ensure business requirements are met and risk movements are explained, documented, and communicated.
  • Ensure internal control processes are documented, continuously updated, and train other members of the Risk Analytics team.

Requirements

  • 3+ years' experience in a risk management function at a major financial institution.
  • Solid knowledge of risk measurement and derivatives pricing.
  • Solid working knowledge of Excel, VBA, SQL, and Python.
  • Strong analytical skills and the ability to think through problems, assess a variety of factors, and recommend a solution.
  • Excellent written and verbal communication skills.
  • Experience with change management lifecycle is an asset.
  • Experience with FIS Adaptiv is an asset.
  • Relevant Master's degree (such as Financial Mathematics, Business/Finance, Economics, Computer Science) is an asset.
  • CFA or FRM designation is an asset.

What We Offer

  • A pay-for-performance environment that offers competitive salary and incentive.
  • Numerous opportunities for professional growth and development.
  • Comprehensive employer-paid benefits coverage.
  • Retirement income through a defined benefit pension plan.
  • The opportunity to invest back into the fund through our Deferred Incentive Program.
  • A flexible/hybrid work environment combining in-office collaboration and remote working.
  • Competitive time off.
  • Our Flexible Travel Program gives you the option to work abroad in another region/country for up to a month each year.
  • Employee discount programs including Edvantage and Perkopolis.

About Ontario Teachers'

We take pride in ensuring that the people we hire and the culture we create reflect and embrace diversity of thought, background, and experience. Through our Diversity, Equity, and Inclusion strategy and our Employee Resource Groups (ERGs), we celebrate diversity and foster inclusion through events for colleagues to connect for professional development, networking, and mentoring.

How to Apply

Are you ready to pursue new challenges and take your career to the next level? Apply today. You may be invited to complete a pre-recorded digital interview as part of your application.



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