Senior Risk Analyst, Market Risk Reporting & Analytics

CIBC•Toronto, ON

1d•Hybrid

About The Position

The Regulatory Reporting & Analytics (RR&A) team is part of the Trading Floor Risk Management group, responsible for providing oversight on trading activity. The RR&A team provides reports to the group, portfolio attribution, a quantitative framework to analyze risk and capital, and supports the oversight function. As the Senior Risk Analyst, you will focus on supporting the market risk oversight function, assisting the team in meeting internal and external regulatory reporting requirements, and building a robust and consistent data visualization framework. You will also review existing processes to identify opportunities for improvement and increased efficiencies, including assisting with report automation.

Requirements

Experience coding using Python, VBA, and SQL to extract and transform data for producing reports for internal and external use.
Critical thinking skills and ability to problem-solve both collectively and independently to enhance risk reporting and processes.
A degree in Business, Accounting, Finance, or a related field.
Ability to give meaning to data.
Enjoy investigating complex problems and making sense of information.
Confidence in communicating detailed information in an impactful way.
Digitally savvy, seeking innovative solutions and embracing evolving technologies.
Ability to adapt easily to new tools and trends.
Understanding that success is in the details and noticing things others don't.
Critical thinking skills to inform decision-making.
Values matter, bringing your real self to work and living values of trust, teamwork, and accountability.

Nice To Haves

Experience with visualization tools like Power BI.
Knowledge of financial derivatives and securities across FX, equity, and fixed income markets.
FRM, CFA, PRM, or CA designation/accreditation.

Responsibilities

Support the market risk oversight function.
Assist in meeting internal and external regulatory reporting requirements.
Build a robust and consistent data visualization framework.
Review existing processes and identify opportunities for improvement and better efficiencies.
Assist with report automation.
Build a solid quantitative framework in the metrics being monitored and reported, specifically in risk explanation, portfolio risk attribution, and market risk capital optimization.
Assist the Market Risk Fixed Income oversight function in their analyses and provide reports to them.
Give meaning to large sets of data and aggregate information from multiple sources to summarize it into a meaningful ensemble.
Investigate risk calculations to understand them thoroughly, question metrics that do not align with expectations, and action any required corrective measures.