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Senior Analyst, Risk - Trans-Canada Capital - 25652

Location: MONTREAL, QC, Canada
Posting Start Date: Nov 16, 2020
Posting End Date: Nov 30, 2020

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Job Description

Description

Air Canada sponsors eight defined-benefit pension plans. The plans’ assets are managed by Air Canada’s investment subsidiary (Trans-Canada Capital) and are held in a diversified portfolio of traditional asset classes (bonds and stocks), alternative investments (derivatives, infrastructure, private equity and real estate) and portable alpha strategies (hedge funds and tactical asset allocation) worth over $20B. The assets are invested by internal and external managers. The investment team, made up of 70 professionals, is based in downtown Montreal.

 

Reporting to the Senior Director, Investments and Risk, the incumbent will be responsible for risk reporting and analysis as well as developing and improving the financial tools necessary for the risk management of the investment strategies.

 
  • Coordinate risk analysis reporting to internal committees, counterparties and clients
  • Ensure the timely production and dissemination of the risk metrics of the internal portfolios (sensitivities, stress tests, active risk, liquidity risk, VaR, etc.)
  • Review and provide comments on key risk metrics of portfolios and trades
  • Participate in the development of tools and processes to measure and report risk
  • Develop, implement and manage databases of market factors and risk metrics
  • Maintain close ties with various stakeholders, including traders, portfolio managers and the investment operations team
  • All other tasks required by the position

 

Qualifications

 

  • University graduate degree in finance, actuarial science, mathematics or another related field
  • FRM, PRM, CFA and/or actuarial professional designation is an asset
  • Minimum of 5 years of pertinent experience
  • Good customer service skills
  • Proficiency in implementing and executing processes for generating reports
  • Rigorous, disciplined and well organized (efficient, high quality, well structured work)
  • Skill and interest in programming (such as Python, SQL, etc.) and Microsoft Excel
  • Team worker
  • Strong analytical skills with a sense for detail
  • Autonomous and dynamic
  • Ability to keep his/her knowledge up to date and aware of the latest developments and trends in risk


 


Linguistic Requirements

Bilingual (English and French)


Diversity and Inclusion


Air Canada is strongly committed to Diversity and Inclusion and aims to create a healthy, accessible and rewarding work environment which highlights employees’ unique contributions to our company’s success.


As an equal opportunity employer, we welcome applications from all to help us build a diverse workforce which reflects the diversity of our customers, and communities, in which we live and serve.

Air Canada thanks all candidates for their interest; however only those selected to continue in the process will be contacted.


This position will be based in downtown Montreal.


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