Analyst, Market Risk (Temporary - 24 months)

PSP Investments; Montreal; Hybrid; CAD 70,000 - 90,000; Full time

Job summary

Join a leading Canadian pension investment manager as an Analyst in Market Risk. You'll assess and monitor the portfolio's market risk, produce analytics, and support investment decision-making with a focus on developing effective risk measurement tools. Competitive benefits and an inclusive workplace await you.

Benefits

Comprehensive group insurance plans

Competitive pension plans

Investment in career development

Unlimited access to virtual healthcare services

Gender-inclusive paid family leave policy

Personalized family-building support

Vacation days available on day one

Summer Friday afternoons off

Qualifications

• Master's degree in financial engineering or a related field.
• Minimum of 2 years of relevant experience.
• Bilingual in English and French.

Responsibilities

• Produce and interpret risk reports for PSP investment groups.
• Validate production quality and ensure reports are error-free.
• Collaborate on risk measurement methodologies and tools.

Skills

Analytical skills

Data visualization

Proficiency in SQL

Programming skills in Python

Knowledge of market risk measurement

Education

Master’s degree in financial engineering

Professional designation (PRM, FRM, CFA)

Tools

SQL

Python

Matlab

Power Bi

Job description

ABOUT US

We’re one of Canada’s largest pension investment managers, with CAD$299.7 billion of net assets as of March 31, 2025.

We invest funds for the pension plans of the federal public service, the Canadian Forces, the Royal Canadian Mounted Police and the Reserve Force. Headquartered in Ottawa, PSP Investments has its principal business office in Montréal and offices in New York, London and Hong Kong.

Capturing and leading complex global investments requires us to work as one to seize valuable opportunities, in close collaboration with some of the world’s top companies. At PSP, you’ll join a team of motivated and engaged professionals, dedicated to propelling our organization further than ever before.

ABOUT YOUR ROLE

The Analyst, Market Risk is responsible for assessing and monitoring the portfolio’s market risk by producing and interpreting relevant analytics. He or she provides the portfolio managers with quality information for their decision-making by validating the accuracy of daily calculations and ensuring that market risk measurement reports are produced promptly. In addition, he or she assists the manager in implementing appropriate tools for the team and collaborates on team projects.

As an Analyst, Market Risk, you’ll:

• Produce and interpret risk reports intended for several PSP investment groups

• Produce and interpret ad hoc analyses for investment groups and management concerning specific investments or during market events

• Validate production quality, ensuring that reports are produced promptly and without error

• Provide technical expertise in quantitative research and analysis to the different business units related to risk modeling

• Ensure that the methodologies chosen for risk analysis models and tools conform to the industry’s best practices

• Participate in implementing risk measurement systems by validating the methodologies to be used and proposing relevant solutions

• Develop tools to meet the needs of the investment teams and management to support their activities

• Develop alternative risk measurements to provide different perspectives on risk

• Maintain knowledge up to date and keeps abreast of trends in the financial markets

• Ensure that risk measurement procedure and methodology documentation is up to date

WHAT YOU’LL NEED

• Master’s degree in financial engineering or a related field

• Professional designation (PRM, FRM, CFA), an asset

• A minimum of two (2) years of relevant experience

• Experience in a financial environment

• Strong analytical skills

• High proficiency in the use of data query tools such as SQL

• Programming skills (primarily Python and Matlab)

• Data visualization skills (Power Bi)

• Knowledge of market risk measurement systems

• Bilingualism: English and French (Frequent interactions in English with PSP employees based in our offices in Hong Kong, London and New York, and interactions in French with employees in our local offices in Montreal and Ottawa)

We offer a tailored employee experience and competitive total rewards and benefits package* designed to attract and retain global diverse talent, reward performance, and reinforce business strategies and priorities. Beyond salary and incentive pay eligibility, you have access to:

• Investment in career development

• Comprehensive group insurance plans

• Competitive pension plans

• Unlimited access to virtual healthcare services and wellness programs

• Gender-inclusive paid family leave policy: up to 26 weeks for primary caregivers, 5 weeks for secondary caregivers

• A personalized family-building support, from pre-pregnancy to menopause, with available financial assistance

• Vacation days available on day one with additional days on milestone service anniversaries, and summer Friday afternoons off

• A hybrid work model with a mix of in-office and remote days

*Benefits package may vary based on your employee type.

At PSP, we aim to provide an inclusive workplace where we leverage diversity and where everyone feels valued, safe, respected and empowered to grow. As part of this leadership commitment, we strongly encourage applications from all qualified applicants and strive to offer an inclusive and accessible candidate experience. If you require any accommodation for any part of the recruitment process, please let us know.

Visit us on www.investpsp.com/en/

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