Senior Quantitative Risk Specialist

2 weeks ago


Old Toronto, Canada Société Financière Manuvie Full time
Key Responsibilities
  1. Ensure model effectiveness and support risk measurement, investment strategy development, asset liability management, and regulatory reporting.
  2. Evaluate model risks related to embedded assumptions and model implementation limitations, recommending risk mitigation measures.
  3. Document model validation outcomes and communicate findings to stakeholders and model risk leaders.
  4. Guarantee business units comply with the Model Risk Policy.
  5. Participate in the annual model materiality refresh and inventory attestation process.
  6. Provide mentorship to junior staff and participate in ad-hoc projects.

This role offers a unique opportunity to contribute significantly to Société Financière Manuvie's mission by ensuring model effectiveness in the Global Wealth Management Segment.

Required Qualifications
  1. Master's or PhD degree in a quantitative discipline (Math, Finance, Economics, Physics, Engineering, etc.)
  2. 3 years of experience in financial mathematics modeling with expertise in stochastic and numerical techniques.
  3. Proficiency in quantitative modeling of interest rates, inflation, foreign exchange rates, equities, and commodities.
  4. Programming skills in VBA, C, SQL, Excel, MATLAB, or Python.
  5. Proven organizational, team-building, and relationship-building abilities across business functions.


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