Financial Risk Analyst

Natural Factors; Toronto; Hybrid; CAD 62,000 - 92,000; Full time

Job summary

Ein innovatives Unternehmen sucht einen Analysten im Bereich Risikomanagement, der mit seinen tiefen technischen Fähigkeiten und einem globalen Netzwerk von Experten Finanzdienstleistungsunternehmen unterstützt. In dieser Rolle helfen Sie, komplexe Herausforderungen im Finanzsektor zu bewältigen und bieten maßgeschneiderte Lösungen, die auf fundierten Daten basieren. Sie werden eng mit funktionsübergreifenden Teams zusammenarbeiten, um Modelle zu entwickeln und zu validieren, die für den Erfolg unserer Kunden entscheidend sind. Wenn Sie eine Leidenschaft für quantitative Analysen und Risikomanagement haben, ist dies die perfekte Gelegenheit für Sie, Ihre Karriere voranzutreiben.

Benefits

Wettbewerbsfähiges Gehalt

Bonussystem

Mentale Gesundheitsunterstützung

Flexible Arbeitszeiten

Lern- und Entwicklungstage

Hybrid-Arbeitsstruktur

Qualifications

• Master- oder PhD-Abschluss in Mathematik, Statistik oder verwandten Bereichen.
• Starke analytische Fähigkeiten und Kenntnisse in R, Python, SAS, SQL.

Responsibilities

• Bereitstellung von Risikomanagementlösungen für Kunden in der Finanzbranche.
• Unterstützung bei der Entwicklung und Validierung von Modellen.

Skills

Analytische Fähigkeiten

Softwarekenntnisse (R, Python, SAS, SQL, VBA, MATLAB)

Risikomodellierungstechniken

Regulatorische Rahmenbedingungen (Basel, OSFI)

Präsentationsfähigkeiten

Dokumentations- und Schreibfähigkeiten

Teamarbeit

Education

Master- oder PhD-Abschluss in Mathematik oder verwandten Bereichen

Tools

R

Python

SAS

SQL

VBA

MATLAB

Job description

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 deep technical skills and leveraging our global network of experts, you’ll provide professional advice to our FSI clients in a wide range of situations. The result? Our clients will be better placed to take control and receive the best solutions to their complex challenges.

As an Analyst in the Risk, Regulatory & Forensics - Financial Risk practice at Deloitte Canada, you will play a vital role in providing risk management solutions to clients in the financial industry. You will work closely with cross-functional teams to support the development, validation, and internal audit of models across a wide range of financial risk areas, including Credit Risk, Market Risk, Liquidity Risk, Insurance Risk, Anti-Money Laundering (AML), Fraud Analytics, AI and Machine Learning model risk, as well as Investment Risk and Performance Measurement.

About The Team

Deloitte’s Risk, Regulatory & Forensics practice delivers highly specialized advisory solutions for companies facing critical business events where significant value is at stake, in every phase of the economic cycle.

Our work is often high profile, high impact, and highly rewarding. If you’re looking for a challenge and an opportunity to grow your career alongside the best and brightest in the industry, you’ll find it in Risk, Regulatory & Forensics at Deloitte. Broaden your skills. Broaden your reach. Broaden your career. It’s all possible at Deloitte.

Enough about us, let’s talk about you

You are someone with:

• Master's or PhD degree in Mathematical Finance, Statistics, Mathematics, Physics, Actuarial Science or a related quantitative field.
• Strong analytical skills and proficiency in software (e.g., R, Python, SAS, SQL, VBA, MATLAB).
• Familiarity with risk modeling techniques and regulatory frameworks (Basel, OSFI, etc.).
• Experience with the capital market, financial products, the Canadian banking system, and regulation requirements.
• Strong verbal and communication skills and the ability to present complex data-driven insights to non-technical stakeholders.
• Excellent documentation and writing skills.
• Demonstrated ability to work in teams and meet project deadlines.
• Having or working towards a Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) is an asset (for specific risk streams, CFA and FRM are required).

Requirements for each stream

On your application, please select one of the below streams that you are applying for:

• Credit Risk Modeling: Familiarity with standard credit risk practices, encompassing methodologies for expected loss such as Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), as well as understanding of supervisory and regulatory requirements pertaining to credit risk models, including the IFRS 9 and Stress Testing framework.

• Market Risk Modeling: Knowledge of financial products (e.g., options, swaps, etc.) and their modeling and calibration including numerically solving PDEs, employing binomial trees, and using Monte Carlo methods across a wide range of products, including interest rate, foreign exchange, equity, commodity, and credit derivatives.

• Liquidity Risk Modeling: Basic knowledge and skills of modelling practices and regulatory requirements in balance sheet modelling, including balance sheet behavior models, liquidity and capital adequacy stress testing models, structure interest rate risk models, fund transfer pricing and cost of fund analysis.

• Insurance Risk Modeling: Successfully completed at least three actuarial exams from a recognized professional body, such as the Society of Actuaries (SOA) or the Canadian Institute of Actuaries (CIA), with a commitment to pursuing further actuarial qualifications.

• AML Analytics: Knowledge of banking products and services, CAMS designation or related certifications, and familiarity with supervisory/regulatory requirements.

• Fraud Analytics: Experience in fraud detection, machine learning, NLP, LLMs, and related frameworks.

• AI/ML: Experience in AI/ML, NLP, LLMs, and open-source platforms.

• Model Internal Audit: Knowledge of capital markets, financial instruments, and regulatory guidelines.

• Investment Risk: Deep understanding of investment risk, financial instruments, and related tools. Passing FRM I and II is preferred.

• Investment Performance: Knowledge of GIPS and relevant professional designations; fluency in French is a plus.

Total Rewards

The salary range for this position is $62,000 - $92,000, with potential bonus participation. Our Total Rewards Package includes competitive salary, bonuses, mental health support benefits, flexible spending, firm-wide closures, learning days, flexible work arrangements, and a hybrid work structure.

Our promise to our people

At Deloitte, we foster an inclusive environment where everyone can thrive. We value diversity, provide flexible working options, and support your growth as a leader. We encourage applications from all qualified candidates, including those with disabilities, Indigenous communities, and Black communities, in line with our diversity and inclusion commitments.

For accommodations or inquiries, contact [e-mail] or [e-mail]. We follow Deloitte Global Talent Standards to ensure a consistent and exceptional experience.

We acknowledge the traditional, treaty, and unceded territories of Indigenous Peoples across Canada and commit to respectful, collaborative relationships.