|Position:||Sr Analyst Risk||Category:|
|Branch Name:||Mississauga||Dress Code:|
|Branch Phone:||(905) 5688828||Job ID:||5255|
|Pay Info:||Order Type:||DH|
|Job Summary : Responsible for measuring, monitoring, analysing, and reporting risk capital results (actuals, forecasts, limits) to the immediate manager as well as producing various reports to assist the senior management (including the board of directors) with review.|
• Utilise and enhance stress testing programs to adequately quantify Pillar 2 risk capital defined by senior management.
• Produce timely, perceptive and forward-looking risk-based information to enhance the Bank’s risk appetite.
• Produce ICAAP reports consisting of regulatory capital and economic capital analyses.
• Responsible for producing various economic capital reports, both recurring and ad-hoc, to support senior management in strategic decision making process.
• Responsible for monitoring daily Leverage Ratio.
• Monitor daily and monthly liquidity risk and funding risk indicators including LCR and NSFR.
• Assist in developing risk limits which are aligned with the board approved risk appetite statement.
• Produce regulatory reports and risk capital monitoring report and distribute to OSFI, FSS, the parent bank, and the holding company.
• Other duties as assigned.
• Undergraduate degree in a quantitative discipline (e.g. mathematics, statistics, finance).
• 2 – 3 years of risk management related work experience (e.g. capital management, stress testing, regulatory reporting accountability, etc.) in the Canadian financial service industry.
• Sound understanding of methods used for measuring and economic capital
• Knowledge of the Basel Accord and OSFI requirements for measuring and assessing capital
• Programming skills and database experience, knowledge of VBA and SQL is preferred.
• Strong understanding of lending and trading products and behaviours of portfolios under stress.
• Capacity to blend quantitative and theoretical thinking.
• Must be detailed oriented and be able to timely prepare deliverables to meet tight deadlines.
• Excellent written and verbal communication skills in English.