Description
Our Client
Our client is a well-established alternative asset manager with a global presence across North America and Europe. The firm manages a diverse set of investment strategies spanning equities, credit, commodities, rates, and specialized niche strategies. The role will sit within the Risk function and report directly to the Chief Risk Officer. The role requires you to be in their downtown Toronto office 4 days a week.
Responsibilities
- Monitor, manage, and communicate market and liquidity risks across multiple asset classes and global markets.
- Enhance and maintain quantitative risk analytics and technical capabilities supporting existing investment strategies and new strategy proposals.
- Partner closely with trading, portfolio management, and development teams to advance risk management tools, analytics, and applications.
- Design and develop explanatory risk and performance attribution tools that support investment decision-making and alpha generation.
- Contribute to the ongoing evolution of the firm’s risk framework and analytical infrastructure.
Requirements
- Master’s degree or higher in mathematics, finance, or a related quantitative discipline.
- Minimum of 2 years of experience in investment or market risk management, with direct exposure to fixed income and rates markets.
- Strong expertise in market risk concepts, quantitative analytics, and risk assessment methodologies.
- Advanced technical skills, including proficiency in Python, R, SQL, and statistical data analysis platforms.
- Proven experience designing, building, or implementing portfolio monitoring or risk management tools, independently or in collaboration with software developers.
- Excellent communication skills with the ability to explain complex financial, mathematical, and technical concepts to diverse stakeholders, including investment, trading, and operational teams.
- Highly motivated, detail-oriented, and able to work effectively both independently and as part of a collaborative team.
REF LI#1410
