Analyst, Financial Risk - Financial Engineering & Modeling

Deloitte Canada; Toronto; Hybrid; CAD 62,000 - 92,000; Full time

Job summary

Ein etabliertes Unternehmen sucht einen Analysten für Finanzrisiken, der innovative Lösungen für komplexe Herausforderungen im Finanzdienstleistungssektor bietet. Diese Rolle umfasst die Zusammenarbeit mit Experten und die Anwendung fortschrittlicher Modellierungstechniken, um Risiken effektiv zu managen und die Interessen der Kunden zu schützen. In einem dynamischen und unterstützenden Umfeld haben Sie die Möglichkeit, Ihre Fähigkeiten zu erweitern und einen nachhaltigen Einfluss auf die Branche auszuüben. Wenn Sie leidenschaftlich an Finanzrisiken interessiert sind und in einem Team arbeiten möchten, das Vielfalt und Innovation schätzt, ist dies die perfekte Gelegenheit für Sie.

Benefits

Mentoring und Coaching

Flexible Arbeitszeiten

Umfassende Gesundheitsleistungen

Lern- und Entwicklungstage

Hybrid-Arbeitsmodell

Qualifications

• Master's oder PhD in Mathematischer Finanzwirtschaft oder verwandten Bereichen.
• Starke analytische Fähigkeiten und Kenntnisse in R, Python, SQL.

Responsibilities

• Liefern von Risikomanagementlösungen in verschiedenen Finanzrisikobereichen.
• Zusammenarbeit mit funktionsübergreifenden Teams zur Unterstützung der Modellentwicklung.

Skills

Analytische Fähigkeiten

R

Python

SAS

SQL

VBA

MATLAB

Kenntnis von Risikomodellierungstechniken

Kommunikationsfähigkeiten

Education

Master in Mathematischer Finanzwirtschaft

PhD in Mathematischer Finanzwirtschaft

Tools

Hugging Face

TensorFlow

PyTorch

Job description

Analyst, Financial Risk - Financial Engineering & Modeling

Job Type: Permanent
Work Model: Hybrid
Reference code: 127211
Primary Location: Toronto, ON
All Available Locations: Toronto, ON

Our Purpose

At Deloitte, our Purpose is to make an impact that matters. We exist to inspire and help our people, organizations, communities, and countries to thrive by building a better future. Our work underpins a prosperous society where people can find meaning and opportunity. It builds consumer and business confidence, empowers organizations to find imaginative ways of deploying capital, enables fair, trusted, and functioning social and economic institutions, and allows our friends, families, and communities to enjoy the quality of life that comes with a sustainable future. As the largest 100% Canadian-owned and operated professional services firm in our country, we are proud to work alongside our clients to make a positive impact for all Canadians.

By living our Purpose, we will make an impact that matters.

• Have many careers in one Firm.
• Enjoy flexible, proactive, and practical benefits that foster a culture of well-being and connectedness.
• Learn from deep subject matter experts through mentoring and on-the-job coaching.

What will your typical day look like?

In this role, you will help financial services industry (FSI) clients face quantitative issues with informed confidence. Using your technical skills and leveraging our global network of experts, you’ll provide professional advice to our FSI clients in various situations. The goal? To enable clients to better control their challenges and receive optimal solutions.

As an Analyst in the Risk, Regulatory & Forensics - Financial Risk practice at Deloitte Canada, you will deliver risk management solutions across a range of financial risk areas, including Credit Risk, Market Risk, Liquidity Risk, Insurance Risk, AML, Fraud Analytics, AI and Machine Learning model risk, Investment Risk, and Performance Measurement. You will collaborate with cross-functional teams to support model development, validation, and internal audits.

About the team

Deloitte’s Risk, Regulatory & Forensics practice offers specialized advisory solutions during critical business events, adding significant value throughout the economic cycle. Our work is high-profile, impactful, and rewarding. If you seek a challenging environment to grow your career among industry leaders, this is the place. Expand your skills, reach, and career at Deloitte.

Enough about us, let’s talk about you

You are someone with:

• A Master’s or PhD in Mathematical Finance, Statistics, Mathematics, Physics, Actuarial Science, or related fields.
• Strong analytical skills and proficiency in software such as R, Python, SAS, SQL, VBA, MATLAB.
• Knowledge of risk modeling techniques and regulatory frameworks (e.g., Basel, OSFI).
• Experience with financial products, the Canadian banking system, and regulation requirements.
• Excellent communication skills to present complex data insights to non-technical stakeholders.
• Strong documentation and writing skills.
• Ability to work in teams and meet deadlines.
• Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) credentials are assets (required for specific risk streams).

Stream-specific requirements

On your application, select one of the following streams:

• Credit risk practices, including PD, LGD, EAD, IFRS 9, Stress Testing frameworks.
• Financial product modeling, calibration, PDEs, binomial trees, Monte Carlo methods for derivatives.
• Liquidity Risk Modeling: Knowledge of balance sheet modeling, stress testing, interest rate risk, fund transfer pricing.

• Insurance Risk Modeling: Completion of at least three actuarial exams, ongoing actuarial qualification pursuit.

• AML Analytics: Banking product knowledge, CAMS or related certifications, familiarity with AML regulations and best practices.

• Experience in fraud detection model development, machine learning, NLP, LLMs, and related tools.

• AI/ML: Experience with NLP, LLMs, model deployment, open-source tools like Hugging Face, TensorFlow, PyTorch.

• Knowledge of capital markets, financial instruments, and regulatory guidelines (OSFI, SR, BSA/AML).

• Investment Risk: Deep knowledge of investment risk, derivatives, structured products, vendor models, and CFA/FRM certifications.

• Investment Performance: GIPS knowledge, professional designations, language skills (e.g., French) are assets.

Total Rewards

The salary range is $62,000 - $92,000, with potential bonuses. Deloitte offers comprehensive benefits, including mental health support, flexible benefits, firm-wide closures, learning days, flexible work, and a hybrid model.

Our promise to our people: Deloitte is where potential comes to life.

Be yourself, and more. We value diversity, offer flexible work options, and support your growth as a leader. Your career path is open-ended with opportunities for new challenges and roles. We encourage applications from all qualified candidates, including those with disabilities, Indigenous communities, and Black communities. Contact [e-mail] for accommodations.

We recognize Indigenous lands and are committed to reconciliation and sustainability.

About the company

Deloitte is a leading Canadian professional services firm offering audit, tax, consulting, and financial advisory services.