Analyst, Investment Risk Analytics - Toronto, Canada - IMCO

IMCO

Verified Company

Toronto, Canada

1 week ago

Posted by:

Sophia Lee

beBee Recruiter

Description

At IMCO, our talent is among the best IMCO offers a uniquely stimulating and rewarding environment where you can help build and drive organizational transformation, all while seeking to challenge yourself, learn, and grow your career.

We offer a culture of collaboration and passion, creating unwavering value for the clients we serve.

Our vision is to be the partner of choice for Ontario's public sector funds and build a high-performing, value-based Asset Management firm in the heart of downtown Toronto.

If you are ready to drive best-in-class service, and join a collaborative, motivated, and fun team of professionals, we're ready to offer you a great place to work with exciting opportunities for growth and development.

If you want to use your expertise to drive strategic business outcomes, then we want you at IMCO

We are looking for a highly motivated Analyst, Investment Risk Analytics to join our team

Reporting to the Director, Investment Risk Analytics, the Analyst, Investment Risk Analytics will work within a team charged with research, development and deployment of all investment risk reporting and analytics in support of IMCO's stakeholders.

The Associate Analyst will be primarily responsible for for overseeing the daily risk process including input data quality, successful completion of risk system processing and report generation designing, developing and deploying investment risk reporting solutions.

The role also requires participation in modeling of new holdings and supporting daily risk production and reporting.

We are seeking an individual with broad capital markets knowledge, exposure to investment risk systems, and the technology and data required to support them.

A drive to improve existing processes and attention to detail are desired.

As a Member of Our Team, You will be Responsible For:

Participate in the development of an investment risk dashboard for monitoring investment risk related issues, enabling investment risk to be fully incorporated into the investment decision making process.
Engage with partners in IT and Data Management to define, document and implement the process to support daily risk production and reporting for the risk system.
Coordinate with partners in Risk and IT to define, document and implement daily data and model validation processes for the risk system.
Oversee and manage the daily risk system production process.
Participate in the set-up and maintenance of modelling for new and existing trades, with other members of the Investment Risk team.
Assist in the maintenance and delivery of Investment policy limit monitoring and client reporting, including portfolio analytics, stress testing, and concentration risk metrics.
Support daily risk production and reporting for the risk system.
Participate in the development of an investment risk dashboard for monitoring investment risk related issues, enabling investment risk to be fully incorporated into the investment decision making process.
Prototype new risk management analytics, methodologies, and reporting solutions.
Understand and anticipate the impact of system and model changes on risk analytics and reporting. Participate in the set-up and maintenance of modelling for new and existing trades, with other members of the Investment Risk team.
Work with Investment Risk Support and Investment teams to integrate and enhance Front Office risk analytics into the reporting process.
Participate in the development of an investment risk dashboard for monitoring investment risk related issues, enabling investment risk to be fully incorporated into the investment decision making process.
Understand and anticipate the impact of system and model changes on risk analytics and reporting.
Perform a Prototype new risk management analytics, methodologies, and reporting solutions, ad hoc analysis and research in support of investment target validation and policy review, testing the appropriateness of various strategy benchmarks, client target SAA, etc.
Partner with stakeholders to drive and support change and to assist in meeting IMCO's objectives.

What do you need to succeed?- Strong academic background including a minimum of a bachelor's degree in a quantitative discipline (mathematics, statistics, quantitative finance, or equivalent).

A master's degree in a quantitative discipline is preferred years of experience working in investment risk analysis, reporting, and technology.- Highly proficient in Microsoft Office, Bloomberg/Refinitiv/Capital IQ/Bloomberg, database tools and Microsoft Power BI.- Demonstrated portfolio and risk modelling skills.- Proficiency in SQL, Python, MATLAB, VBA, SAS, C++ or equivalent.- Working knowledge of investment risk management and performance attribution, reporting principles and practices across asset classes/strategies and markets (public and private).- Ability to identify, evaluate and resolve complex issues and problems with strong analytical skills.

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