Senior Associate, Total Fund Risk Analytics

  • Ontario Teachers' Pension Plan
  • Toronto, Canada
  • May 31, 2024
Full time Finance Insurance

Job Description

The opportunity

The Total Fund Risk Analytics team is responsible for reviewing, publishing, interpreting, and communicating OTPP’s risk profile and investment exposure at total fund level. The team’s key responsibilities include ensuring the accurate and timely production of OTPP’s investment exposure, credit counterparty risk, liquidity risk and long lookback market risk measures and reports and provide 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.

Who you'll work with

The Senior Associate, Total Fund Risk Analytics will be reporting to Senior Manager, Risk Analytics. This role will develop, and maintain relationships with stakeholders across the Investment, Risk, Finance and Enterprise Operation divisions while working in a collaborative culture.

What you'll do

We are looking for a passionate, creative and result driven individual contributor with specific duties include:

  • Conduct daily analysis, reporting and monitoring of the counterparty credit risk and liquidity risk measures against board and trading limits and identify trend and insights that can be used to facilitate governance and investment decisions

  • 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 with a focus to counterparty credit risk, liquidity risk and sensitivities

  • Providing independent consulting for new business and products from risk and exposure measurement aspect

  • Support 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

  • 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

  • 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'll need

  • Relevant university degree (such as Financial Mathematics, Financial Analysis and Risk Management, Actuarial Science, Data Science, Business/Finance). Master’s degree preferred

  • CFA, FRM designation

  • 3-5 years of investment risk related experience in the financial services/investment management industry. Buy-side exposure is an asset

  • Strong knowledge of financial products, including derivatives and solid understanding of VaR/ETL/Greek sensitivity

  • 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 necessary. 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

#LI-RM1

#LI-Hybrid

What we’re offering

  • Pay-for-performance environment that offers competitive salary and incentive

  • Numerous opportunities for professional growth and development

  • Comprehensive employer paid benefits coverage

  • Retirement income through a defined benefit pension plan

  • The opportunity to invest back into the fund through our Deferred Incentive Program

  • A flexible/hybrid work environment combining in office collaboration and remote working

  • Competitive time off

  • Our Flexible Travel Program gives you the option to work abroad in another region/country for up to a month each year

  • Employee discount programs including Edvantage and Perkopolis

At Ontario Teachers', diversity is one of our core strengths. We take pride in ensuring that the people we hire and the culture we create, reflect and embrace diversity of thought, background and experience. Through our Diversity, Equity and Inclusion strategy and our Employee Resource Groups (ERGs), we celebrate diversity and foster inclusion through events for colleagues to connect for professional development, networking & mentoring.  We are building an inclusive and equitable workplace where our talent is respected, accepted and empowered to be themselves.  To learn more about our commitment to Diversity, Equity and Inclusion, check out Life at Teachers'.

How to apply

Are you ready to pursue new challenges and take your career to the next level? Apply today! You may be invited to complete a pre-recorded digital interview as part of your application.

Accommodations are available upon request (peopleandculture@otpp.com) for candidates with a disability taking part in the recruitment process and once hired.

Candidates must be legally entitled to work in the country where this role is located.

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Functional Areas:

Finance


 

Requisition ID:

5825