Chief Market Risk Analysis Specialist

4 days ago


Toronto, Canada The Mirillion Group Full time

At The Mirillion Group, we are seeking an exceptional Chief Market Risk Analysis Specialist to join our team. With a salary of $120,000 - $180,000 per year, this role offers a unique opportunity to leverage your expertise in market risk analysis and contribute to the success of our organization.

About the Role

The Chief Market Risk Analysis Specialist will be responsible for providing critical analysis and support on Market Risk Projects relating to FRTB implementation. This involves ensuring overall requirements achieve business goals and objectives, managing requirements across sub-workstreams, and ensuring compliance to requirements approach, process, and tools.

Responsibilities

  1. Provide analysis and support on Market Risk Projects relating to FRTB implementation
  2. Ensure overall requirements achieve business goals and objectives
  3. Manage requirements across a number of sub-workstreams
  4. Evaluate and assess regulatory requirements and related guidance documents
  5. Assist with documentation and reporting of system enhancements, business processes, operational controls, and data flows within the market risk technology platform
  6. Partner with project management to identify projects interdependencies within workstreams
  7. Collaborate with Risk IT colleagues and other stakeholders to develop effective solutions to complex technical problems
  8. Contribute ideas and concerns, and escalate issues for tactical and strategic system solutions and business process improvements
  9. Assist with communications and training of staff

Requirements

  • 5+ years of experience in capital markets, either in Market Risk, Middle Office / Product Control or Back Office
  • Hands-on experience with Default Risk Charge (DRC)
  • Excellent quantitative skills, MSc / PhD in Mathematical Finance or similar field highly preferred
  • Solid knowledge of derivative pricing, market risk methodologies, systems, and processes, and regulatory requirements
  • Ability to clearly communicate highly technical concepts to business stakeholders

About You

We are looking for a highly skilled and experienced Chief Market Risk Analysis Specialist who can provide expert-level analysis and support on Market Risk Projects. If you have a strong background in market risk analysis, excellent quantitative skills, and the ability to communicate complex concepts to non-technical stakeholders, we encourage you to apply.



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