Sr. Analyst, Quantitative Risk Investment Risk recruitment

The CPP Investment Board is a professional investment management organization that invests the funds not needed by the Canada Pension Plan to pay current benefits on behalf of 18 million Canadian contributors and beneficiaries. In order to build a diversified portfolio of CPP assets, the CPP Investment Board invests in public equities, private equities, real estate, inflation-linked bonds, infrastructure and fixed income instruments. Headquartered in Toronto, with offices in London and Hong Kong, the CPP Investment Board is governed and managed independently of the Canada Pension Plan and at arm's length from governments. For more information about the CPP Investment Board, please visit www.cppib.ca.. 

The highlights of this role:

•              Assist in the risk model validation, risk system testing and producing validation report.

•              Analyse market risk credit risk system, Monte Carlo simulation, historical VaR simulation, risk proxy, and VaR backtesting.

•              Interact with Risk Managers across IR to enhance the development of quantitative risk solutions

Desired Skills Experience

•              Ph.D. in progress and/or Ph.D. in finance, economics, actuarial science, mathematics, engineering or physics

•             Strong communication and presentation skills

•             Understanding of pricing theory and VaR methodologies

•             Knowledge in market risk, credit risk, counterparty risk, financial product

•             Development skills with VBA, Matlab, and SQL

•             Attention to detail and passion for quality

•             Strong academic record and achievement

•             Good sense of judgement and results driven

•             Ability to work independently and as part of a team

If you are looking for an exciting opportunity and to build a career in an innovative and dynamic investment organization, please submit your resume online at:

http://cppib.talcura.com/candidates/SearchJobResults01.aspx?en=1JobCode=P03102

We thank all applicants for their interest, however only candidates

 selected for an interview will be contacted.

CPP Investment Board is an Equal Opportunity Employer.