Senior Manager, Capital Markets Stress Testing and Data Analytics

Title: Senior Manager, Capital Markets Stress Testing and Data Analytics

Requisition ID: 214719

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

About the Role

Are you a strategic thinker with expertise in market risk, counterparty credit, stress testing and/or data analytics? Do you thrive in an environment that challenges you to lead innovative approaches to risk management in the ever-evolving capital markets landscape? If so, we invite you to join our dynamic risk management team as a Senior Manager, Capital Markets Stress Testing and Data Analytics.

As the team continues to grow in response to increasing complexity and regulatory requirements, this high-impact role offers the opportunity to design, implement, and enhance stress testing frameworks for market risk and counterparty credit risk, leverage data analytics, shape risk assessments, and drive actionable insights that support critical decision-making for business and management. You'll work alongside an exceptional team to have a direct impact on the Bank’s risk management strategy, ensuring robust and accurate stress testing processes that support informed decision-making, regulatory compliance, and the Bank’s overall risk appetite.

About the Team

Capital Markets Stress Testing and Data Analytics is at the center of several initiatives for both market and counterparty credit risk. This is a cross-functional group of risk professionals, quantitative analysts, and data experts, working together to support the Bank’s broader risk management strategy. The focus is to provide in-depth analysis for stress testing scenarios and utilizations, ensure capital adequacy, and promote proactive risk management across all trading desks and portfolios. Close partnerships are maintained with senior leaders, trading desks, product specialists, model development, model validation, regulatory compliance, and technology.

The team’s responsibilities span several key areas:

• Elevate Stress Testing: We lead initiatives to integrate stress testing into the firm’s risk culture, ensuring it is embedded across all capital markets products and enterprise exposures. This includes the design of stress scenarios, conducting scenario analysis for all trading books, and providing portfolio analysis to assess the impact on risk profiles.
• Stress Testing Methodology: Our team is responsible for developing, refining, and enhancing stress testing methodologies for both market risk and counterparty credit risk. We focus on risk modelling (valuations and analytics), including but not limited to scenario design, scenario calibration, scenario generation, and implementation.
• Enterprise-Wide Stress Testing: We participate in Enterprise-Wide Stress Testing as subject matter expert for market risk and/or counterparty credit risk in the firm’s response to regulatory requirements, ensuring compliance with key frameworks and global standards.

Is this role right for you?

This role is ideal for an energetic expert with a strong background in capital markets, particularly in market risk or counterparty credit risk. You will be pivotal in developing, implementing, and enhancing stress testing programs and managing the market data that supports market risk processes. Leadership in this role will elevate stress testing as a critical tool for decision-makers and risk managers.

Additionally, this role is ideal for someone with a mindset of continuous learning and a keen interest in capital markets. Thriving in a high-performance environment within a diverse team, this role serves as a role model to attract, develop, and motivate future talents.

Job Responsibilities

• Leadership: Work collaboratively with cross-functional teams, including trading desks, product specialists, technology, and regulatory affairs, to move projects forward. Mentor and develop talents within the team.
• Strategic Risk Insights: Lead and manage comprehensive stress testing programs that evaluate both market risk and counterparty credit risk.
• Scenario Design: Streamline a framework for plausible scenarios for real-time situations.
• Stress Testing Analysis: Design and enhance stress testing analytical tools for scenarios and exposures.
• Methodology Enhancement: Drive the development and continuous enhancement of methodologies for market risk and counterparty credit risk stress testing.
• Regulatory and Compliance: Lead the Bank’s market risk and/or counterparty credit module(s) in response to regulatory stress testing requirements.

Do you have the skills that will enable you to succeed in this role?

• 5+ years of experience in capital markets, with a focus on either market risk or counterparty credit risk, including stress testing; 2+ years of experience with direct reports.
• Experience working with market data, pricing models, portfolio analysis and risk management tools.
• Hands-on experience in designing, executing, and analyzing stress testing scenarios is a plus.
• Creative problem-solving with proven leadership skills.
• Exceptional quantitative and analytical skills.
• Strong communication, presentation, and interpersonal skills.
• Passion in coaching, with ability to guide and inspire future talents.

What’s in it for you?

• The opportunity to join a forward-thinking company surrounded by a collaborative team of innovative thinkers.
• An inclusive and collaborative working environment that encourages creativity, curiosity, and celebrates success!
• Be at the forefront of innovation in risk management.
• A rewarding career path with diverse opportunities for professional and executive development.
• A comprehensive compensation and benefits package.

Location(s): Canada : Ontario : Toronto