In this position, the Financial Analyst will play an important role in the growth of OTPP’s risk measurement’s accuracy at a Total Fund level. The individual will actively support the monitoring and reporting of the fund’s overall market, credit and liquidity risk exposure in a timely and accurate manner. The candidate will use strong financial product knowledge and risk analysis skills to perform risk attribution analysis and provide insights into risk movements across various dimensions. The individual will support monthly risk system upgrade initiatives related to the design, testing, and delivery of technology solutions for investment risk.
Who you’ll work with
You will be reporting directly to Senior Manager, Risk Analytics.
What you’ll do
Provide accurate and complete risk attribution for VaR/ETL, Greeks, Backtesting for Active and Asset Risk at the total fund level
Perform accurate weekly liquidity reporting and ad-hoc what-if analysis
Ensure daily risk reporting and monitoring are complete and calculated correctly by ensuring all Key Financial Controls are adhered to
Perform model condition monitoring for Model Validation Group
Propose and implement enhancements to operational processes that govern the Risk Analytics team
Collaborate with Risk and Model Validation on model enhancement details and design
Complete multiple phases of Unit and End-to-End testing and validate risk results to ensure changes from enhancements are implemented in a controlled manner.
Document business processes and train other members of the Risk Analytics team
Collaborate and maintain key relationships with Management, Front Office, IT and external vendors
What you’ll need
3+ years in financial services with relevant exposure to risk measurement experience in market, credit, and liquidity risk
Relevant Master’s degree (such as Business/Finance, Economics, Financial Mathematics)
CFA or FRM designation
Solid working knowledge of Excel, VBA, Python and SQL
Advanced knowledge of investment products and derivatives is an asset
Experience with FIS Adaptiv is an asset
What we’re offering
Numerous opportunities for professional growth and development
Competitive time off
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At Ontario Teachers’, we are a globally minded organization and take pride ensuring that the people we hire and the culture we create reflects and celebrates diversity of thought, background and experience. Through our Inclusion & Diversity Employee Resource Groups (ERGs) events, celebrations, we offer a variety of opportunities for colleagues to connect for the purposes of professional development and networking & mentoring.
If you require an accommodation for the application, recruitment or interview process, please let us know and we will work with you to meet your needs!
How to apply
Are you ready to pursue new challenges and take your career to the next level? Submit your resume through our career portal www.otpp.com/careers . Apply today!
You may be invited to complete a pre-recorded interview as part of the recruitment process. This will take no longer than 10 minutes.
We thank you for applying, however, only those selected for a personal interview will be contacted. Note that candidates must be legally entitled to work in the country where this role is located.
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Functional Area:
Risk & Strategy
Requisition ID:
3553
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