GRC Data & Risk Analytics Analyst supporting Assurance function by organizing, documenting, and preparing data used in GRC reporting. Involves data structure, reporting support, and documentation.
About the role
- Senior Quantitative Analyst in the Market Risk team at Central 1, maintaining market data integrity and leading risk analysis. Collaborating with teams to ensure compliance and informed decision-making.
Responsibilities
- Maintain the integrity, accuracy, and upkeep of static and market data (e.g., curves, securities, generators, limits, pricing, and yields).
- Ensure adherence to all controls, processes, and procedures, while identifying data quality gaps and improving automation and controls
- Prepare and enhance market risk content for daily reporting, risk dashboards, and regulatory reporting (including Pillar 1 Market Risk)
- Provide independent oversight of Central 1 portfolios to ensure compliance with Board-approved limits, Market Risk Policy, and regulatory requirements.
- Oversee financial instrument valuation and pricing models to ensure the integrity of mark-to-market valuations and fair value risk reporting
- Conduct deep-dive analyses of significant P&L movements, market shocks, and stress events
- Perform scenario analysis to assess vulnerabilities under adverse market conditions
- Develop and maintain market risk models to support and strengthen the risk monitoring framework and analytics, including VaR, ES, sensitivities, stress testing, scenario analysis, NIIS, and IRRBB
- Support the ongoing development and maintenance of market risk standards and procedures
- Identify, analyze, and document key and emerging risks by monitoring market movements, risk exposures, and P&L drivers
- Act as backup for preparing ALCO packages, C1 Trust reports, and Board reporting materials.
- Assist the Director with ad hoc market risk analysis and reporting.
- Undertake additional projects and responsibilities as assigned.
Requirements
- Bachelor’s degree in Finance, Financial Engineering, Mathematics, Statistics, or a related field, or an equivalent combination of education and relevant quantitative experience
- 3+ years of experience in Market Risk, Model Development, Model Validation, Product Valuation, or similar quantitative roles
- Working knowledge of financial markets, banking operations, and valuation/pricing models for instruments such as fixed income, FX, NHA MBS, and derivatives
- Strong attention to detail, with proven quantitative, analytical, and problem-solving skills
- Solid understanding of interest rate risk, including experience with VaR, NIIS, DV01, and stress testing methodologies
- Hands-on programming experience in one or more languages, such as SQL (stored procedures), VBA, Python, or similar
- Advanced proficiency in Microsoft Office (especially Excel), along with experience using Tableau or other data visualization tools.
- Familiarity with Murex MX3 and/or Bloomberg Terminal is an asset
- Knowledge of market risk regulatory requirements and guidelines is an asset.
- Strong communication skills, with the ability to collaborate effectively with front office teams, business stakeholders, senior management, and committees
- Ability to clearly present complex concepts in both written and verbal formats.
- Intellectual curiosity and the ability to independently investigate unusual trends in business activity and risk exposure
- Adaptability and flexibility to respond to evolving business and departmental needs in a fast-paced environment
- Willingness to take on additional responsibilities and special projects as required.
Benefits
- Work-life flexibility
- Hybrid work environment
- Variable annual incentive plan
- Generous annual vacation allotment
- Top-notch flexible benefits plan including family building and gender affirmation
- Retirement Plan, matched contributions at 6%
- Access to a learning platform and educational assistance support
- Access to a virtual wellness platform
- Career development opportunities
- Wellness Flex Fund to support personal interest and activities
- Day off to volunteer in your community and other paid time off options
- Corporate discounts *subject to employment agreement
Job title
Job type
Experience level
Salary
Degree requirement
Tech skills
Location requirements
Report this job
Found something wrong with the page? Please let us know by submitting a report below.
Data Analyst II developing analytics solutions to enable data - driven decisions across operational and customer domains. Collaborating with cross - functional teams to optimize data use and reporting.
Data Analyst supporting growth strategies at Desjardins Group. Utilizing data insights to optimize customer journeys and enhance competitive advantage through informed decision - making.
Data Analyst supporting high growth business segment with data - driven solutions at Sun Life. Collaborating with business partners for effective analytics and reporting processes.
Data Analyst role at Intouch Insight providing insights for client experiences through data analysis. Collaborate with teams to generate reports and support internal research projects.
Data Analyst supporting the development and execution of growth initiatives for Desjardins. Collaborating with teams to monitor performance and optimize strategies.
Research and Data Analyst supporting the Research and Community Insight team at UJA Federation of Greater Toronto. Conducting data inventory and helping with data analysis and program evaluations.
Senior Marketing Analytics Manager responsible for optimizing performance marketing for TELUS Business. Driving ROI through data analysis and multi - channel campaign management.
Compliance Analyst supporting regulatory compliance and risk management in Canadian wealth management. Analyzing data and collaborating with business units to uphold compliance standards.
Senior Data Analyst developing analytics solutions using Power BI for Bird construction. Partnering with teams to enable a data - driven culture and deliver actionable insights.