This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
Our client, a leading Canadian financial institution, is seeking two Risk Analyst IV professionals to join their Market Risk & Counterparty Analytics team in Toronto. This is a 9-month contract opportunity with strong potential for extension or conversion based on performance and business needs. The successful candidates will support business-as-usual and regulatory project work, with a key focus on Bank of Canada regulatory initiatives, including the Securities Holding Return. Reporting to the Group Manager II, Regulatory Reporting, you will play a critical role in ensuring accurate risk measurement, analysis, and regulatory submissions while partnering closely with senior stakeholders across the organization. This role follows a hybrid work model (4 days onsite, 1 day remote) and offers exposure to senior management, regulatory reporting, and enterprise-level risk oversight.
Job Responsibility:
Support H4 and Securities Holding Return regulatory submissions, including independent identification, measurement, analysis, and monitoring of reported exposures
Ensure all analysis is accurate, well-documented, and supported with clear commentary
escalate issues in a timely manner
Contribute to process improvement and change management initiatives while maintaining day-to-day BAU operations
Execute infrastructure and policy changes in accordance with approved CMRM change control procedures and EUC standards
Collaborate closely with business partners including Trading Business Management, Market Risk Control, and Compliance
Measure, aggregate, and analyze operational and regulatory risks in line with approved market risk policies and control frameworks
Support Process Risk and Controls Self-Assessments
Enhance analytical, attribution, and reporting capabilities to address current and emerging market risks
Develop and maintain a strong understanding of financial products, pricing methodologies, and risk management principles
Requirements:
Undergraduate or graduate degree in Risk Management, Business, Economics, Mathematics, Finance, or another quantitative discipline
2–4 years of relevant experience (flexible depending on profile)
Hands-on experience with Collateral and/or Liquidity Risk measurement and reporting
Strong knowledge of financial instruments, market risk metrics, and regulatory frameworks
Proficiency in Microsoft Excel, PowerPoint, and other MS Office applications
Excellent written and verbal communication skills
Strong attention to detail and ability to work in a fast-paced environment
Proven ability to manage priorities and work both independently and collaboratively
Nice to have:
Experience with risk, valuation, or regulatory reporting systems
Programming or analytical skills such as VBA, Python, or SQL
What we offer:
Opportunity to work within a highly collaborative Market Risk team
Direct exposure to senior management and key business stakeholders
Hands-on experience with regulatory reporting and large-scale bank initiatives
Combination of production and project-based work
Formal training and shadowing provided during onboarding
Strong opportunity to deepen expertise in liquidity, collateral, and market risk