Senior Analyst, Quantitative Risk Management

TMX Group•Montreal, QC

1d•CA$90,000 - CA$100,000•Hybrid

About The Position

The Post Trade risk management team's mandate is mainly to ensure all required procedures, models, systems, reporting, and governance are in place so that CDS and CDCC financial risks are managed according to the TMX risk appetite and policy. To carry out its mandate, the Risk Team employs sophisticated financial risk models, validation frameworks, and risk measurement and reporting systems. The Risk Team collaborates with many internal and external stakeholders including CDS Participants and CDCC Clearing Members, our regulators, and our TMX Group partners. As a Senior Analyst, you will apply specialized knowledge and experience to the development of new or enhanced clearinghouse risk project activities for internal and external clients. Acting as a subject matter expert related to risk architecture, you will focus on financial risk management in a quantitative role (e.g., market, liquidity, or credit risk measurement and management).

Requirements

Master’s degree in a quantitative finance discipline such as Finance, Mathematics, Statistics, Economics, or an equivalent field.
Minimum of 3 years of experience in the financial industry with a dedicated focus on financial risk management in a quantitative role.
Strong experience working with financial data sources, information systems, and programming.
Deep understanding of financial products, with specific expertise in derivative and/or structured products.
Solid knowledge of Post Trade Risk exposures, alongside the processes and programs required to measure and manage financial and/or operational risks.
Exceptional communication skills (both written and verbal), including the ability to explain, summarize, and synthesize abstract financial concepts.
Proven ability to execute multiple project tasks and production processes in a fast-paced environment, paired with self-confidence, a positive attitude, and pragmatism.

Responsibilities

Participate in the design and modelization of the risk architecture in a quantitative role, and collaborate on the integration and implementation related to such activities.
Participate in the entire life cycle of a portfolio of risk models, from the development of monitoring capabilities following industry best standards, to the ability to receive and address effective challenges in a constructive manner.
Participate in the development of rigorous model documentation, as well as support its delivery to internal risk committees.
Support the internal and external lines of defenses in their independent risk oversight (including Risk Oversight, Enterprise Risk Management, Model Vetting, and Regulatory bodies).
Partner with internal and external IT development teams to create and improve risk system infrastructures and tools.
Partner with legal teams for filings related to new rules, rule amendments, and regulatory guidance.
Deliver a great customer experience by answering requests from internal and external clients in a timely and thorough manner.