Director, Quantitative Analysis, Credit Risk Management

2 months ago

Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full time

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 (HOOPP). 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 a comprehensive 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 and enhancement of quantitative models to evaluate counterparty credit risk.
  • Collaborate with various HOOPP teams, including investment, IT, and risk specialists, to ensure effective risk management practices.
  • Prepare detailed reports and presentations for senior management and the board, illustrating risk exposure, model outcomes, and recommendations for risk mitigation strategies.
  • 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 (Master's or higher) in Quantitative Finance, Mathematics, Statistics, or a related field.
  • Strong knowledge of credit strategies and investment vehicles.
  • Strong programming skills (SQL, Python/R/Matlab).
  • Previous experience with S&P or Moody's analytics solution 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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