Market Risk Model Developer

Lead market risk analysis as a Market Risk Model Developer for the insurance CIO Function in Toronto. Develop robust frameworks and deliver actionable insights to support data-driven decisions.

We are looking for an experienced Market Risk Model Developer with a strong background in quantitative mathematics and risk modeling. You will have 6+ years of Python-based experience, focusing on investment portfolios and regulatory metrics. Your expertise will contribute to essential risk oversight and ensure effective governance across asset classes.

Key Responsibilities:

• Design and implement key risk metrics across asset classes

• Integrate risk reporting within the Enterprise Risk Management framework

• Validate daily PnL reporting linked to risk metrics

• Decompose asset PnL by market risk driver for attribution

• Collaborate with 2

LOD on market risk model governance

Requirements:

• Bachelor's degree in computer science or related fields

• 6+ years experience in Python-based model design and validation

• Solid understanding of diverse asset classes and analytics

• Excellent communication and collaboration skills

• Proven leadership in directing team strategies and performance

Contribute your skills in risk modeling and analysis to enhance the enterprise risk framework in Toronto.
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