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About Us

 

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.

 

 
Job Details
Senior Analyst, Investment Risk Analytics (2-Year Fixed Term) (008202)
 
Job Number: 008202
Job Title: Senior Analyst, Investment Risk Analytics (2-Year Fixed Term)
Number of Openings: 1
Job Type (Employment Type): Fixed Term
Job Schedule: Full Time
Job Category: Investment Management
Minimum Level of Education: Degree
Years of Relatable Experience: 3
Application Deadline: 2018/10/23
 
Position Summary

The Senior Analyst, Investment Risk Analytics (2-Year Fixed Term) will play a key role in defining, developing, producing and analyzing the methodologies, measures, monitoring and reporting of investment risk at AIMCo. As part of the Investment Risk Analytics team, you will play a critical role in maintaining, developing and influencing core risk methodologies (risk models, allocation, decomposition, estimation, measurement and analysis), and for the accurate and timely production of risk analytics for use in analysis and reporting.

Responsibilities will include:

  • Researching, developing, and implementing risk model frameworks for assessing risk methodologies across all asset classes.
  • Taking a lead role in developing research, requirements, proposals, and initiatives to enhance the management and estimation of investment risk and its data.
  • Working with a world class vendor of risk solutions in developing AIMCo’s next generation investment risk capabilities.
  • Monitoring, evaluating, and analyzing risk metrics to provide analysis across all asset classes.
  • Validating risk measures and analytics; and investigating and resolving exceptions
  • Defining and developing risk attribution and decomposition capabilities for VaR, Greeks, and Back-testing for active and absolute measures across Clients, Total Plan, Asset Classes and investment strategies.
  • Defining and documenting internal control processes.
  • Contributing to unit and End-to-End testing needed to validate risk results.
  • Collaborating with Investment Teams, Risk Management, Business Analysts, IT and external vendors.

 

Note: This position is for a 2-year fixed term.

Less experienced candidates may be considered at an Analyst level.

Our Ideal Candidate

We are looking for a quantitative finance professional with proven industry knowledge, experience with investment portfolio risk management, interpersonal and analytical abilities and leadership capabilities.

As an experienced team player working with an established project team, this person will possess the ability to work effectively with peers, management and investment teams, and is able to work under pressure and meet deadlines. This person must have a strong drive to deliver a world class investment risk analytics capability and solution, with a desire to have a direct impact in shaping the future risk capabilities at AIMCo. Excellent organizational skills and willingness to be an active team member, but also work independently with minimum supervision is a must.

The successful candidate must have:

  • 3 - 5+ years experience in financial services with relevant exposure to risk measurement experience in market, credit, and liquidity risk.
  • Bachelor’s degree in relevant field (ex: Financial Mathematics, Business/Finance, Economics, Computer Science). Master’s degree preferred.
  • Solid knowledge of risk methodology, models, measures, financial instruments and financial data. Experience with buy-side risk management is an asset.
  • Strong analytical, quantitative, problem solving, interpersonal, and organizational skills.
  • Detail oriented analytical skills and capability to think through problems, while assessing multiple factors to recommend practical solutions.
  • Able to simplify complex ideas and communicate effectively.
  • Working knowledge of historical, Monte-Carlo, stress testing, back-testing, and fat-tailed risk methodologies is an asset.
  • Professional designation, or progress towards one (ex: CFA, FRM, PRM), would be an asset.
  • Strong capability and working knowledge of Excel, SQL, MATLAB, R. Other programming languages and analytics tools (ex: Python) are considered a significant asset.
  • Experience with DST Global Solution (Askari) or FactSet Risk Solution, is an asset.
Application Instructions
NOTE: Final candidates will be asked to undergo a security screening, which includes a credit bureau and 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