AIMCo is one of Canada’s largest and most diversified investment managers, with approximately $100 billion of assets under management for 32 clients, a diverse group of Alberta public sector pension plans, endowment funds, and government accounts representing all Albertans. Our culture is defined by our core values: Excellence, Transparency, Humility, Integrity, and Collaboration.
Our success as an organization is as dependent on the growth of our people as it is our investments. We provide opportunity to our employees, embrace talent with new ideas and are committed to a culture of continuous learning.
|AIMCo is currently seeking a Senior Analyst, Securities Modeling and Research to join the Risk Management division in Edmonton, Alberta.
Reporting directly to the Senior Manager, Securities Modeling and Research, the positions will join a newly formed group that focuses on performing research and developing/validating models to capture and measure AIMCo and its clients’ investment risks. As part of the Investment Risk Analytics department, the group will support the department’s accountability in the measurement of all investment risks by providing securities modeling expertise. Strong understanding of financial models for the following asset types, but not limited to: interest rates, credit, equity, foreign exchange, and commodities, is required. The group is responsible for researching, designing, implementing, maintaining and applying quantitative models to security masters, working closely with other teams in Investment Risk Analytics to produce exposure and risk measures (incl. stress tests) required for the investment risk management process.
Specific Accountabilities Include:
•Performing research and developing security models within Investment Risk Analytics.
•Contributing to the understanding and maintaining of all security master data required for accurate risk modeling of all financial and real assets in AIMCo’s portfolios and benchmarks.
•Developing models for base-case exposure calculations and analytics for quantitative risk measures.
•Model development/validation based on a deep understanding of valuation theories, financial markets and instruments, derivatives modeling as well as statistical models. Proper design will result in a consistent approach in measuring all material risk factors.
•Contributing to the maintenance of documentation of model assumptions, design, implementation, and limitations.
•Proposing financial models by evidencing model correctness through testing the appropriateness of model assumptions and conducting sensitivity analysis.
•Designing tests to monitor the performance of the models and their implementation on an ongoing basis.
•Performing bespoke risk and stress impact analyses for a variety of financial structures including exotic securities and deal specific terms.
•Explaining the results of models and analytics to internal stakeholders and supporting the decision process where financial models are required.
•Development of quantitative skills as well as instrument and market knowledge.
|Our Ideal Candidate|
|•At least 5 years’ experience in a securities research and modeling function.
•Advanced degree in a quantitative field such as Financial Risk Management, Engineering, Mathematics, or Physics.
•A relevant professional designation (e.g. CFA, FRM) is desirable.
•Excellent command of mathematics, modeling and numerical algorithms.
•Broad exposure to pricing, risk and calibration models for a variety of financial and/or real assets.
•Deep knowledge of statistics and time series analysis is desirable.
•Proven ability to perform analysis and problem-solve using computational tools.
•Strong verbal and written communication skills.
•Self-motivated team player.
|NOTE: Candidates will be asked to undergo a security screening, which includes a credit bureau and a criminal record investigation, the results of which must be acceptable to AIMCo.
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We thank all applicants in advance; however, only individuals selected for interviews will be contacted.
For more information and to apply, visit the careers section of AIMCo's website at www.aimco.alberta.ca