Lead market risk analysis as a Market Risk Model Developer for the insurance CIO Function in Toronto. Develop robust frameworks and deliver actionable insights to support data-driven decisions.
We are looking for an experienced Market Risk Model Developer with a strong background in quantitative mathematics and risk modeling. You will have 6+ years of Python-based experience, focusing on investment portfolios and regulatory metrics. Your expertise will contribute to essential risk oversight and ensure effective governance across asset classes.
Key Responsibilities:
• Design and implement key risk metrics across asset classes
• Integrate risk reporting within the Enterprise Risk Management framework
• Validate daily PnL reporting linked to risk metrics
• Decompose asset PnL by market risk driver for attribution
• Collaborate with 2LOD on market risk model governance
Requirements:
• Bachelor's degree in computer science or related fields
• 6+ years experienc...