Quantitative Risk Analyst

1 day ago


Calgary, Alberta, Canada Canada Mortgage and Housing Corporation Full time
About the Role

We are seeking a highly skilled Quantitative Risk Analyst to join our Model Validation group in the Model Risk Management division. In this role, you will be responsible for applying advanced analytical skills and knowledge of Canada's financial and mortgage sectors to modelling initiatives at CMHC.

The ideal candidate will have a postgraduate degree in a quantitative field and a minimum of five years of experience in modelling/validation or quantitative analytics at a bank, insurance company, asset manager, or other types of financial institution.

Key Responsibilities
  • Perform validation of different models including credit risk, pricing, actuarial, IFRS17, economic capital, stress testing, and machine learning models to assess model fitness for purpose and performance.
  • Design and implement statistical tests to assess model sensitivity, robustness, and ongoing performance.
  • Assess model soundness and risk in both approach and usage.
  • Monitor model performance to ensure ongoing quality, and proactively identify opportunities to improve existing models and analytical tools.
What We Offer
  • A competitive salary ranging from $99,646, with a comprehensive and generous benefits package.
  • Support towards your personal and professional growth with training, mentorship, and more.
  • An opportunity to work in a dynamic and inclusive environment where diversity of thought – and of people – is recognized, valued, and considered essential to achieving our mission.
Requirements
  • A postgraduate degree in Quantitative Finance, Mathematics, Statistics, Data Science, Actuarial Science, Finance, Economics, or other quantitative field.
  • A minimum of five (5) years of relevant experience in modelling/validation or quantitative analytics at a bank, insurance company, asset manager, or other types of financial institution.
  • Demonstrated knowledge and experience with various quantitative software such as R, Python, VBA, Databricks, Clouds, etc.

Please note that this is a temporary position with a duration of 18 months.



  • Calgary, Alberta, Canada Polar Asset Management Partners Inc. Full time

    Transformative Quantitative Software Developer OpportunityPolar Asset Management Partners Inc. is a Toronto-based alternative asset manager established in 1991, managing approximately $6 billion in assets.We have teams in Canada, the US, and the UK, and we're committed to generating strong risk-adjusted returns. Our quant function comprises world-class...


  • Calgary, Alberta, Canada Polar Asset Management Partners Inc. Full time

    Company Overview:Polar Asset Management Partners Inc. is a Toronto-based alternative asset manager established in 1991. The company manages approximately $6 billion and has teams in Canada, the US, and the UK.About the Opportunity:We are seeking a passionate and dynamic Quantitative Software Developer to play a role in shaping the future of our business...


  • Calgary, Alberta, Canada 3001 TC USA Services Inc Full time

    Competitive Salary: $110,000 - $140,000 AnnuallyWe are seeking a skilled Quantitative Risk Engineer to join our team in Calgary, Alberta. As a key member of our Pipeline Integrity department, you will play a vital role in supporting our quantitative risk assessment (QRA) process on over 90,000 km of natural gas pipelines across Canada, the USA, and...


  • Calgary, Alberta, Canada Enbridge Inc. Full time

    Job SummaryWe are seeking a highly skilled Sr. Analyst Insurance Risk Management to join our team at Enbridge Inc. The successful candidate will deliver value-added centralized insurance risk management services through the Insurance Operating Model framework.About Enbridge Inc.At Enbridge Inc., we recognize the importance of our employees' input and...


  • Calgary, Alberta, Canada Western Alliance Bank Full time

    Western Alliance Bank is a dynamic financial institution seeking a highly skilled Cybersecurity Risk Analyst Lead to join its team.The successful candidate will play a crucial role in safeguarding the bank's technology, information security, and third-party risks. Key responsibilities include reviewing first-line controls, assisting with targeted risk...


  • Calgary, Alberta, Canada Summit Fleet Full time

    We are seeking a detail-oriented and analytical Credit Analyst to join our team at Summit Fleet. The successful candidate will be responsible for evaluating the credit worthiness of applicants, analyzing financial data, negotiating with customers, and making recommendations to mitigate risk and maximize profitability.Duties and Responsibilities:Gathers and...


  • Calgary, Alberta, Canada Kingston Midstream Full time

    Job OverviewWe are seeking a highly skilled Senior Market Risk Analyst to join our Finance department at Kingston Midstream. As a key member of our team, you will be responsible for providing end-of-day reporting and risk analysis for the Company's crude oil and NGL marketing positions.In this role, you will work closely with the Finance and Marketing &...


  • Calgary, Alberta, Canada Cenovus Full time

    We are seeking a highly motivated Data Science Analyst to join our Market Risk and Advanced Analytics team at Cenovus. This exciting opportunity is perfect for students looking to gain valuable experience in modeling assets, measuring cash flow risk, and valuing financial derivatives.As a Data Science Analyst, you will provide support to the Cash Flow...


  • Calgary, Alberta, Canada Mediabistro Full time

    About MediabistroMediabistro is a leading platform for creative and media professionals to advance their careers.Job DescriptionWe are seeking a Senior Data Analyst Lead with expertise in digital marketing performance to join our team. As a key member of our analytics department, you will be responsible for providing actionable insights to drive business...


  • Calgary, Alberta, Canada QuadReal Full time

    Senior Analyst, Internal Audit Job DescriptionWe are seeking a highly skilled and experienced Senior Analyst, Internal Audit to join our team at QuadReal Property Group. This role will play a critical part in overseeing and executing high-impact internal audit projects, internal control assignments, and other risk assurance projects.About the RoleThe...


  • Calgary, Alberta, Canada CWB Financial Group Full time

    Job OverviewWe are seeking an experienced Credit Analyst to join our team at CWB Financial Group. This role involves applying proven skills in credit writing, financial statement analysis, loan structuring, risk management, and communications to provide outstanding service and responsiveness within the key business line functions of credit underwriting, loan...

  • Cybersecurity Analyst

    4 weeks ago


    Calgary, Alberta, Canada Cenovus Full time

    Cenovus is seeking a highly motivated and detail-oriented Cybersecurity Analyst to join our Enterprise Security & Investigations Team. As a key member of our team, you will play a crucial role in monitoring and responding to physical security threats to travelers abroad.The ideal candidate will have strong analytical skills and be proficient in using...


  • Calgary, Alberta, Canada ROSS Full time

    Our client, ROSS, is a leading provider of integrated risk solutions to energy companies operating in today's dynamic commodity markets.About the RoleAs a Senior Risk Business Analyst with ROSS, you will provide onsite consulting expertise to clients, assisting them in optimizing their utilization of ROSS's solutions and establishing best practices.Key...


  • Calgary, Alberta, Canada Kingston Midstream Full time

    About Kingston Midstream:We are a dynamic and growing organization driven to create value every day. Our Guiding Principles serve as the foundation of our culture: we are always learning and improving, we care about people and relationships, we are problem solvers and decision makers, we are collaborative, and we are accountable. We prioritize our employees'...


  • Calgary, Alberta, Canada Western Alliance Bank Full time

    At Western Alliance Bank, we are seeking a highly qualified and experienced Senior Analyst to join our IT/IS risk management team. This exciting opportunity offers the chance to contribute to our risk management framework and play a key role in safeguarding our institution against technology, information security, and third-party risks.About the RoleThis...


  • Calgary, Alberta, Canada Summit Fleet Full time

    Job Summary:The Credit Worthiness Specialist will report to the Credit Manager and evaluate the credit worthiness of applicants at Summit Fleet. The individual will be detail-oriented and analytical, responsible for evaluating the creditworthiness of potential and existing clients, analyzing financial data, negotiating with customers, and making...

  • Power Trading Analyst

    4 weeks ago


    Calgary, Alberta, Canada NRG Full time

    Job SummaryThe Power Trading Analyst will play a key role in facilitating the trading team's fundamental analysis through timely web scrapes, market information, modeling, and reporting. This position is responsible for assisting the sales and pricing teams with accurate and timely pricing for all retail deals. The analyst will work closely with various...


  • Calgary, Alberta, Canada Alberta Investment Management Co Full time

    At Alberta Investment Management Co, we are committed to providing opportunities for students to gain valuable experience in finance and risk management.Job DescriptionThis position is an excellent opportunity for a student to learn about the functions of a high performing department and assist the team in delivering on their objectives. As a Client Risk...


  • Calgary, Alberta, Canada Western Alliance Bank Full time

    Job SummaryThis is a Senior Analyst position in the IT/IS and TPRM risk management team at Western Alliance Bank, responsible for supporting second-line risk management functions. The successful candidate will have 10+ years of experience in Risk Management, Information Technology, Cybersecurity, or a related field.About Western Alliance BankWestern Alliance...


  • Calgary, Alberta, Canada Tbwa ChiatDay Inc Full time

    Cybersecurity Engineering, Staff EngineerBlack Duck Software, Inc. is a leader in application security, providing innovative solutions to organizations worldwide. With our industry-leading tools and expertise, we empower teams to build secure, high-quality software that minimizes risks while maximizing speed and productivity.We are seeking a highly...