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Senior Associate, Risk Analytics Specialist

2 months ago


Toronto, Ontario, Canada Ontario Teachers' Full time
About the Role

We are seeking a highly skilled Senior Associate, Risk Analytics to join our team at Ontario Teachers'. As a key member of our Risk Analytics team, you will play a critical role in independently monitoring and accurately reporting OTPP's market and credit risk.

Key Responsibilities
  • Perform daily analysis, reporting, and monitoring of the fund's Value-at-Risk (VaR), Expected Tail Loss (ETL), Greeks, and Backtesting for Active and Asset risk at the total fund level.
  • Maintain and enhance Business Intelligence (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 User Acceptance Testing (UAT) 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.
  • Collaborate with internal stakeholders on new products and reporting requests utilizing your knowledge of risk measurement to provide valuable insights and guidance.
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 incentives.
  • 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.