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Manager/Director, Quantitative Risk
Company | CPP Investments | Investissements RPC |
Address | Toronto, Ontario, Canada |
Employment type | FULL_TIME |
Salary | |
Category | Financial Services,Investment Banking,Investment Management |
Expires | 2023-09-25 |
Posted at | 9 months ago |
Company Description
- A flexible/hybrid work environment combining in office collaboration and remote working
- Diverse and inspiring colleagues and approachable leaders
- Stimulating work in a fast-paced, intellectually challenging environment
- Global career development opportunities
- Accelerated exposure and responsibility
- A deeply rooted culture of Integrity, Partnership and High Performance
- Being motivated every day by CPP Investments’ important social purpose and unshakable principles
- Supervise less experienced members of the team.
- Conduct critical review and validation of existing models, including risk models and portfolio construction models.
- Liaise with business owners, risk-oversight heads, and portfolio-construction managers to support the portfolio management and investment decision process.
- Provide idea leadership in the development of quantitative risk solutions across Risk Management.
- Lead the development and implementation of risk models suitable for both public and private asset classes.
- Partner with external vendors to enhance and influence new product development.
- Experience writing software, especially in Python.
- Strong knowledge of market risk and credit risk principles obtained by working in a model-development shop or in a model validation shop.
- 10+ years of experience working in top-tier financial institutions.
- Graduate degree from a top-ranked university in Mathematical Finance, Actuarial Science, Mathematics, Statistics, Physics, or Economics.
- Proven self-starter and creative thinker with a track record of delivering sound quantitative risk solutions.
- Understanding of model-risk management principles, such as those described in SR 11-7.
- Understanding of principles underpinning derivative valuation.
- Very strong communication skills, both verbal and written. Must be able to produce documents that will be read by senior member of the firm, from investment department heads to board members.
- Experience working with MSCI RiskManager, Moody’s KMV.
- People-management experience.
- Knowledge of Modern Portfolio Theory, CAPM.
- Knowledge of private assets and their associated risks.
- Knowledge of BARRA factor models.
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