11 Jan
S.i. Systems
Toronto
Location: Downtown Toronto (Hybrid: 3 days per week)
Contract: 12 months (Possible extension)
Hours: 8am to 4pm (40/week)
The Opportunity:
The Total Fund Risk Analytics team is responsible for reviewing, publishing, interpreting, and communicating the funds risk profile and investment exposure at total fund level. The team’s key responsibilities include ensuring the accurate and timely production of the funds portfolio and risk profiles at Total Fund level, and providing data-driven insights. The team is also accountable for ensuring enhancements to the total fund systems are implemented in an effective and controlled manner. The Senior Associate will work with Investment Division, Risk division,
Finance division and EOD division to design and implement new limits, products, models and reports as required by Board, internal committee and external regulator bodies.
What you will do:
We are looking for a passionate, creative and result driven individual contributor with specific duties include
- Conduct portfolio and risk analysis across asset class, trading desk, risk types etc daily to provide insights to investment and conduct due diligence on behalf of board and management against various internal and external policies and regulations
- Develop and enhance inhouse developed risk engineering tools and Business Intelligence reporting suite to facilitate deeper understanding of PnL and risk drivers through large data set, across a wide range of asset classes and products
- Utilizing automation languages to improve control, reduce operational steps and risks and improve management metrics availability for the fund’s risk and exposure measurement and attribution practice
- Collaborate with internal and external stakeholders to implement data,
model and reporting enhancements and to drive projects forward with minimal guidance
- Providing independent consulting for new business and products from portfolio, risk and exposure measurement aspect
- Supports the maintenance of documentation, procedures and processes related to analytical and reporting needs
- Support and champion innovation, efficiency applicable to reports and daily processes
- Support internal and external governance committee and bodies with required data and analytics needs
Complexity/Variety
- This role provides a direct resource to the Senior Manager, Risk Analytics and is expected to make standard operational decisions. On complex issues, the Senior Associate is expected to have fully researched the issues and provide recommendations.
- This role will identify opportunities/ requirements,
develop solutions and courses of action where there may be no precedent internally, and little externally.
Accountability
- This function will develop systems and procedures which will significantly and positively impact the decision-making process in the Investment Finance Department and ensure that all regulatory reporting is completed on a timely, thorough and accurate basis.
- This position will ensure that daily operating and month-end procedures are successfully carried out and that problems are resolved, with significant issues being brought to management’s attention.
What you will need:
- Relevant Master’s degree (such as Risk Management, Financial Mathematics, Data Science, Business/Finance )
- CFA, FRM designation
- 3-5 years of investment risk related experience in the financial services/investment management industry. Buy-side exposure is an asset.
- Broad understanding of asset classes across public and private sectors, and risk stripes including market risk, liquidity risk and counterparty credit risk
- Ability to attribute PNL or VaR/ETL metrics into risk factors is strongly preferred
- Experience of risk, performance or exposure reporting using PowerBI, Tableau is a must. Experience with Snowflake is an asset.
- Proficient with SQL and ability to code independently in Python or VBA. Ability to manipulate and analyze large datasets.
- Excellent written and verbal communication skills, with the ability to build strong relationships with stakeholders at all levels
Interview Process:
1. Technical Round: Assessing product knowledge and technical skills in SQL and Python
2. Behavioral Round: Conducted by Sr. Manager
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