Senior Quantitative Risk Manager
4 weeks ago
About the Role
We are seeking a highly skilled Director, Quantitative Analysis, Credit Risk to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives.
Key Responsibilities
- Develop and maintain the credit risk management framework, including obligor and counterparty credit risk quantification measures.
- Monitor and explain portfolio credit risk, providing support and assistance to portfolio managers.
- Lead the development of quantitative models to evaluate counterparty credit risk.
- Prepare detailed reports and presentations for senior management and the board, illustrating risk exposure and model outcomes.
- Stay up-to-date with the latest advancements in quantitative risk modeling, ensuring the adoption of best practices and state-of-the-art technology.
Requirements
- Over 10 years of professional experience in risk management within the financial services industry, with at least 3 years in asset management or similar pension environments focusing on credit risk.
- Advanced degree in Quantitative Finance, Mathematics, Statistics, or a related field.
- Strong knowledge of credit strategies and investment vehicles.
- Strong programming skills in SQL, Python, R, or Matlab.
- Previous experience with S&P or Moody's analytics solution is an asset.
- Demonstrated interest in asset management and investment.
- Strong oral and written communication skills.
- Ability to influence with an excellent sense of service advice.
- Detail and execution-oriented with a continuous improvement mindset.
- A motivated self-starter with strong time management and organizational skills and the ability to meet tight deadlines.
- Alignment with HOOPP's values of Professional, Accountable, Compassionate, Trustworthy, and Collaborative.
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