Senior Investment Risk Analyst

2 days left

Location
Edmonton (City), Alberta (CA)
Salary
WCB offers a competitive salary and benefits package in addition to opportunities for personal and p
Posted
Jun 05, 2018
Closes
Jun 25, 2018
Ref
J0618-0134
Industry Sector
Insurance
Employment Type
Full Time
Education
Bachelors

Senior Investment Risk Analyst

Finance, Investment Operations

Edmonton, Alberta

Permanent Full-Time Position

 

Currently we are looking for a Senior Investment Risk Analyst to join our Investment Operations team and contribute to analysis of investment risk models and metrics on the organization’s $11 billion investment portfolio.

RESPONSIBILITIES:

  • Measures, validates and analyzes risk metrics for individual mandates, asset classes and overall portfolio.
  • Monitors and evaluates risk as it relates to WCB liabilities.
  • Initiates and leads research, development and implementation of risk model and process improvements.
  • Decomposition and attribution of risk as well as stress testing, scenario analysis and risk budgeting.
  • Communicates and reports risk measures and analysis to provide relevant insight for decision making and portfolio governance.
  • Maintains investment risk management system and data, keeps current on model and functionality updates within the system and proactively evaluates and incorporates these into production.
  • Provides analytical research support for Chief Investment Officer and investment team projects.
  • Ensures adequate controls and documentation of processes and other supporting materials for risk projects.
  • Interacts with investment service providers.
  • ALM project work as needed.

    QUALIFICATIONS:

  • 5+ years of relevant investment risk and portfolio management experience.
  • University degree in Mathematics, Statistics, Economics or Finance.
  • Completion of or working towards a professional designation (eg. CFA, FRM, PRM).
  • Strong knowledge of investment risk methodologies and measures, financial management, and capital markets.
  • Solid knowledge of mathematical, statistical and economic methods applied in investment management.
  • Strong analytical, organizational and problem solving skills.
  • A strong background in computing with advanced level skills in Microsoft Excel and Access.
  • Experience with risk management software such as BarraOne would be an asset.
  • Knowledge in computer programming such as VBA is an asset.
  • Demonstrated ability to contribute within a team environment but work independently with minimal supervision.
  • Well-developed verbal and written communication and interpersonal skills.

    SALARY:                  WCB offers a competitive salary and benefits package in addition to opportunities for personal and professional achievement.

    Note: Final candidates for this position will be asked to undergo a security clearance and a credit check. 

    To be considered for this position, please apply online quoting competition # J0618-0134 by submitting a cover letter and resume to: www.wcb.ab.ca/careers

     

    Posted:                 June 5, 2018                                                               Closes:  June 22, 2018