Senior Investment Risk Analyst
Senior Investment Risk Analyst
Finance, Investment Operations
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.
- 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.
- 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
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