This is a 6 month contract position. The primary purpose of the role is to lead the independent identification, measurement, assessment and monitoring of all market related risks (liquidity, structural interest rate, investments, Derivatives) on a company-wide basis. This includes mastering the market risk concepts and contributing to the risk oversight of liquidity model and interest rate risk model, independently measuring and monitoring treasury activities using business intelligence tools, reporting to ALCO and Senior Management, and contributing to the on-going review and revisions to the institutions market risk measurement methodologies and technology.

This role will play a critical part in the analytical and modelling work related to structured products and derivatives (such as RMBS, ABCP, CMBs, Deposit Notes, Interest Rate Swaps and Bond Forwards).

- Market Risk Measurement and Reporting
- Risk analytics
- Model oversight
- Independent valuation of assets and liabilities

Experience:
- 5+ years related experience in a financial institution




- Practical knowledge of leading industry practice and regulatory expectations related to liquidity and market risk measurement and management
- Familiar with OSFI LAR, B12, E23, SMSB guidelines
- Deep knowledge of Balance Sheet cash flows, Asset and Liability management, derivative pricing models and valuation
- Experience in risk modelling/programming
- University degree in a quantitative discipline (math, statistics, engineering or economics) or business, post graduate degree FRM, PRM, CFA designation is preferred
- Proven ability to work both independently and collaboratively within a team environment
- Excellent written / verbal communication and qualified maturity
- Strong technical skills in Bloomberg, Excel/VBA, Power BI, database and SQL.

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📌 Senior Analyst - Market risk reporting (Toronto)
🏢 Robert Half
📍 Toronto