Senior Associate, Total Fund Risk Analytics

Agilus is recruiting for a Senior Associate, Total Fund Risk Analytics in Toronto, Ontario. The Senior Associate will work with the Investment Division, Risk Division, Finance Division, and EOD Division to design and implement new limits, products, models, and reports as required by the Board, internal committee, and external regulatory bodies.

A typical day:

• Conduct portfolio and risk analysis across asset classes, trading desks, and risk types daily to provide insights to investment and conduct due diligence on behalf of the board and management against various internal and external policies and regulations.
• Develop and enhance in-house developed risk engineering tools and Business Intelligence reporting suite to facilitate a deeper understanding of PnL and risk drivers through large datasets, across a wide range of asset classes and products.
• Utilize automation languages to improve control, reduce operational steps and risks, and improve management metrics availability for the fund’s risk and exposure measurement and attribution practice.
• Collaborate with internal and external stakeholders to implement data, model, and reporting enhancements and to drive projects forward with minimal guidance.
• Provide independent consulting for new business and products from portfolio, risk, and exposure measurement aspects.
• Support the maintenance of documentation, procedures, and processes related to analytical and reporting needs.
• Support and champion innovation and efficiency applicable to reports and daily processes.
• Support internal and external governance committees and bodies with required data and analytics needs.
• This role provides a direct resource to the Senior Manager, Risk Analytics and is expected to make standard operational decisions. On complex issues, the Senior Associate is expected to have fully researched the issues and provide recommendations.
• This role will identify opportunities/requirements, develop solutions, and courses of action where there may be no precedent internally, and little externally.
• This function will develop systems and procedures which will significantly and positively impact the decision-making process in the Investment Finance Department and ensure that all regulatory reporting is completed on a timely, thorough, and accurate basis.
• This position will ensure that daily operating and month-end procedures are successfully carried out and that problems are resolved, with significant issues being brought to management’s attention.

Successful candidates will have:

• Relevant Master’s degree (such as Risk Management, Financial Mathematics, Data Science, Business/Finance).
• CFA, FRM designation.
• 3-5 years of investment risk related experience in the financial services/investment management industry. Buy-side exposure is an asset.
• Broad understanding of asset classes across public and private sectors, and risk stripes including market risk, liquidity risk, and counterparty credit risk.
• Ability to attribute PNL or VaR/ETL metrics into risk factors is strongly preferred.
• Experience of risk, performance, or exposure reporting using PowerBI, Tableau is a must. Experience with Snowflake is an asset.
• Proficient with SQL and ability to code independently in Python or VBA. Ability to manipulate and analyze large datasets.
• Excellent written and verbal communication skills, with the ability to build strong relationships with stakeholders at all levels.

Soft skills:

• Strong written and verbal communications.

Total rewards:

• 12 month contract.

Interested? Please apply directly online. Agilus would like to thank all candidates for their interest in this opportunity. Due to the volume of resumes we receive, we may only be able to respond directly to those candidates being selected for an interview. We encourage you to visit agilus.ca regularly or subscribe to our email alerts at agilus.ca/Account/Register as new exciting employment opportunities become available daily.