• Market Risk & Model Development (MRMD) is responsible for managing the ever-changing and dynamic world of trading and non-trading market risk, counterparty credit, margin management, liquidity risk and model development. Within MRMD, Capital Markets Risk Management (CMRM) is accountable for supporting client Securities and TBSM business objectives in accordance with client’s risk appetite and regulatory expectations. CMRM provides independent oversight of enterprise-wide market, counterparty credit and liquidity risks; ensuring all significant risks are appropriately measured, reported, analyzed and transparent.
• As a Analyst in CMRM – Risk and Valuations, you will be part of a group that is responsible for a number of activities related to the analysis and reporting of market risk, P&L Attribution, and policy implementation. The team executes infrastructure changes with regards to the implementation of new or revised risk policies, system migration, model implementations, valuation methodologies and analysis of the key measures used by The Bank to monitor and control market and liquidity risk. CMRM is a global business supporting offices in Toronto, Calgary, New York, Singapore, Dublin and London.
Job Description and Accountabilities:
• Support the risk appetite of the bank, by providing guidance and monitor day-to-day operations within the team, regarding Market Risk and P&L (profit and loss) Attribution processes, while ensuring all analysis is complete and accurate with thorough commentary, while escalating issues in a timely manner.
• Strong communication (written & verbal) and inter-personal skills to facilitate working with colleagues at all levels of the organization
• Ability to work in a fast-paced environment and manage multiple deadlines
• Proactive and highly motivated individual, who enjoys process improvements and is willing to take and manage initiatives.es and priorities
• Strong conceptual skills and attention to detail
• High level of commitment to quality work
• MS office – Excel
• Financial product knowledge
• Exposure to Equity markets
Nice To Have
• Market Risk Analyst experience
• Pursuit or completion of CFA/FRM is an asset