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Analyst/Senior Associate/Manager/Senior Manager - Market Risk, Quantitative Risk Advisory

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Date Posted: Aug 9, 2019

Reference Code: 45621-en_US

Job Type:  Permanent 
Primary Location: Toronto, Ontario, Canada 
All Available Locations: Toronto 

External Posting Description

Would you like to further develop your career with our exponentially expanding Analytics Data Application & Modeling (ADAM) practice? Are you up for the challenge to help the most sophisticated Canadian and international clients to solve their quantitative and modelling issues? if you are looking for a challenging opportunity, please see below for what this exciting opportunity entails.
Even the best-managed ventures are vulnerable to external influences-that’s where Deloitte’s Analytics Data Application & Modeling experts step in. As a member of our Financial Advisory team, you’ll help financial services industry (FSI) clients face quantitative issues with informed confidence. Using your deep technical skills and leveraging our global network of experts, you’ll provide professional advice to our FSI clients in a wide range of situations. The result? Our clients will be better placed to take control and receive the best solutions to their complex challenges.
As a Senior Associate, you will:
•    Develop/validate/review Capital Markets and Market Risk including Structural Market Risk Interest-Rate-Risk models (e.g. Financial Derivatives Pricing, VaR, Counterparty Credit Risk, DRC/IRC, CVA/XVA, FRTB and CCAR models) based on industry best practices;
•    Be able to learn and work in other quantitative and analytical areas such as credit modeling, forecasting and stress testing, customer behavior modeling, and new innovations such as Machine Learning and Artificial Intelligence;
•    Carry out various complex financial analyses including derivatives valuation independently;
•    Support and contribute to a variety of Market Risk and other areas projects for our clients by delivering high quality and value-added work on timely base;
•    Work with our clients independently demonstrating your capabilities and accountabilities as a subject matter expert
•    Contribute to the growth of continued business practices within Financial Engineering and Analytics (FEA) group 
•    Employ a structured approach to project management to ensure complete client satisfaction and project profitability

External Posting Qualifications

•    Solid academic background with a PhD or Master’s Degree in Mathematical Finance, Financial Engineering or other relevant post graduate degree; FRM, PRM, CFA is an asset;
•    Solid knowledge and skills of modeling practices in Capital Markets and Market Risk, including Derivatives Pricing, VaR, sVaR, IRC, DRC, CVA/XVA, FRTB and Counterparty Credit Risk
•    Minimum 1 year of relevant experience spent within Capital Markets and/or Market Risk, on model development or model validation team at a major financial institution; 
•    Strong commitment to professional and client service excellence;
•    Ability to program in pertinent languages, such as Excel, C++, VBA, Python and MATLAB;
•    Knowledge of FINCAD and Bloomberg/ Reuters, an asset;
•    Strong team player as well as an independent contributor with capacity to work under pressure;
•    Demonstrated superior verbal and written communication skills to communicate with members of our team and with internal and external clients;
•    Experienced with project problem diagnosis, documentation and solution development
•    Canadian travel required and occasional international travel. Candidates must be able to enter the USA to work on client assignments.

Why Deloitte?

Launch your career with The One Firm where you can make a greater impact than you ever thought possible. With endless opportunities at every turn, and a culture built to support and drive our people to be the very best they can be, Deloitte is The One Firm for you to learn, grow, create, and lead.

At Deloitte, we understand that everyone, and their career goals, are different. As a firm, we help create the conditions and opportunities that will enable our people to thrive – both professionally and personally. We do this by making three commitments to our people:

  • You will lead at every level: We grow the world’s best leaders so you can achieve the impact you seek, faster.
  • You can work your way: We give you the means to work how you want, and we have innovative spaces and the mindset to help you be wildly successful.
  • You will feel included and inspired: We create a deep sense of belonging where you can bring your whole self to work.

Apply now and let us show you how to push your career to the next level at Deloitte. The One Firm. For You.

Deloitte is an inclusive employer dedicated to building a diverse workforce.  We encourage applications from all qualified candidates and will accommodate applicants’ needs under the respective provincial human rights codes throughout all stages of the recruitment and selection process. Please advise the Recruiter to ensure your accessibility needs are accommodated throughout this process.  Information received relating to accommodation will be addressed confidentially.

We thank all applicants in advance for their interest; however, only those candidates selected for an interview will be contacted



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