Senior Analyst, Quantitative Valuations Analysis & Model Validation (Toronto)

Senior Analyst, Quantitative Valuations Analysis & Model Validation (Toronto)

19 Apr
|
HOOPP (Healthcare of Ontario Pension Plan)
|
Toronto

19 Apr

HOOPP (Healthcare of Ontario Pension Plan)

Toronto

Overview

Job description provided includes responsibilities and qualifications for a Senior Analyst in Valuations Analysis and Model Validation. The original content contains multiple bullet lists describing culture, benefits, job summary, responsibilities, and qualifications, along with some formatting artifacts (strong tags, tags). This refinement reorganizes the content into clearly labelled sections, using only permitted HTML tags.

What You Will Do

Model Validation (80%) Validate and approve derivative pricing models (Numerix engines) across equity, interest rate, FX, and credit instruments. Benchmark pricing models against industry best practices to ensure robustness and accuracy. Develop and implement processes for model risk assessment and ongoing monitoring, proposing practical solutions for identified limitations. Partner with the Model Development team to perform due diligence on pricing accuracy. Investigate complex pricing issues raised by Investment Management, Risk, or auditors, ensuring thorough analysis and resolution. Document validation methodologies and processes for transparency and audit readiness. Maintain and update the model validation inventory, including classifications, validation records, assumptions, limitations, and remediation plans. Collaborate with investment, risk, and finance teams to enhance the validation framework and integrate new modeling approaches. Contribute to strategic initiatives related to validation frameworks, model governance, and system upgrades. Valuations Analysis (20%)



Assist with the development and review of valuation methodologies for investment assets within Capital Markets. Support the timely and accurate valuation of derivatives and other public investments priced by external vendors. Identify opportunities to improve valuation processes, enhance data quality, and streamline reporting.

What You Bring

Advanced degree (Master’s or Ph.D.) in Quantitative Finance, Statistics, Mathematics, Physics, Engineering, Computer Science, or related fields. 3 to 5 years of experience in quantitative finance, derivative modeling, model validation, valuation methodologies. CFA or FRM is an asset. Strong knowledge of derivative products across equity, interest rate, FX, and credit. Technical proficiency in Python, SQL, and Power BI. Experience in model risk management and valuation governance. Strong analytical and problem-solving skills with high attention to detail and accuracy. Ability to manage multiple priorities and deliver results under tight timelines.

The expected annual base salary range for this role is: $103,000 - $153,000 CAD. The actual base salary offered to the successful candidate may vary based on multiple factors including, but not limited to,



the individual's expertise and level of experience applicable to the role they are being offered. This role is eligible to participate in discretionary incentive plan(s), subject to the terms and conditions of the applicable incentive plan text. This job is for an existing vacancy.

Additional Information

Why You’ll Love Working Here high-performance, people-focused culture our commitment that equity, diversity, and inclusion are fundamental to our work environment and business success, which helps employees feel valued and empowered to be their authentic selves learning and development initiatives, including workshops, Speaker Series events and access to LinkedIn Learning, that support employees’ career growth membership in HOOPP’s world class defined benefit pension plan, which can serve as an key part of your retirement security competitive, 100% company-paid extended health and dental benefits for permanent employees, including coverage supporting our team’s diversity and mental health (e.g., gender affirmation, fertility and drug treatment, psychological support benefits of $2,500 per year, parental leave top-up, and a health spending account). optional post-retirement health and dental benefits subsidized at 50% yoga classes, meditation workshops, nutritional consultations, and wellness seminars the opportunity to make a difference and help take care of those who care for us, by providing a financially secure retirement for Ontario healthcare workers

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📌 Senior Analyst, Quantitative Valuations Analysis & Model Validation (Toronto)
🏢 HOOPP (Healthcare of Ontario Pension Plan)
📍 Toronto

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