Director, Capital Market and Alternative Investment Risk Analytics job in Toronto
Toronto, Ontario Healthcare of Ontario Pension Plan (HOOPP)
Job Ref: | JR101497 |
Employer: | Healthcare of Ontario Pension Plan (HOOPP) |
Sector: |
Health Insurance
Pensions/Retirement |
Qualifications: | Senior Qualified Actuary |
Software: | Python |
Job Type: | Full Time |
Salary and Benefits: | $2,500 per year |
Remote: | No |
Location | |
Country: | Canada |
State/Province/County: | Ontario |
City: | Toronto |
Post Code: | Not specified |
Map: | |
Description | |
Why you'll love working here:
Job Summary: Reporting to the Senior Director, Model Validation and Risk Analytics the Director will be responsible for the oversight of valuation models that underpin market, credit and liquidity risk measurement with models covering all derivatives, credit, fixed income and equity instruments, as well as alternative investments. The incumbent will contribute to the development and maintenance of risk models, primarily for market risk but also exposure measurement and country and FX risk. The Director will also be involved with the development and compliance of policies relating to the governance of model risk as well as advising on appropriate IT infrastructure for risk Provide ad hoc analysis in response to questions from senior management. What you will do:
What you bring:
|
ref: (JR101497) 4 days ago
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