Senior Associate, Total Fund Risk Analytics

Ontario Teachers’ Pension Plan Board

Toronto, Canada
Base: $95,000 - $145,000; bonus/equity: annual inc...
On-site
Counterparty credit risk
Liquidity risk
Investment exposure
The Total Fund Risk Analytics team is responsible for reviewing, publishing, interpreting, and communicating OTPP’s risk profile and investment exposure at a total fund level

Job Summary

  • The Total Fund Risk Analytics team is responsible for reviewing, publishing, interpreting, and communicating OTPP’s risk profile and investment exposure at a total fund level.
  • The Senior Associate will work with Investment, Risk, Finance, and Enterprise Operation divisions to design and implement new limits, products, models, and reports.
  • The role involves conducting daily analysis, reporting, and monitoring of risk measures, developing and enhancing risk engineering tools, and collaborating with stakeholders on data, model, and reporting enhancements.

Matching Summary

The Total Fund Risk Analytics team is responsible for reviewing, publishing, interpreting, and communicating OTPP’s risk profile and investment exposure at a total fund level.

Salary

Base: $95,000 - $145,000; Bonus/Equity: annual incentive based on performance; Benefits: Comprehensive employer paid benefits coverage

Skills & Requirements

Must-have

  • counterparty credit risk
  • liquidity risk
  • investment exposure
  • PnL and risk drivers analysis
  • Python or VBA coding
  • SQL proficiency
  • PowerBI or Tableau experience

Nice-to-have

  • buy-side exposure
  • Snowflake experience
  • innovation and efficiency champion

Key Requirements

  • 3-5 years of investment risk experience
  • University degree in a relevant field
  • CFA or FRM designation
  • Strong knowledge of financial products and derivatives
  • Ability to attribute PNL or VaR/ETL metrics

Work Rights

Not specified

Tailored Resume

Cover Letter