Associate, Portfolio Analytics
Tasks
- Build Python analytics data pipelines calculation engines
- Calculate duration convexity KRDs cash flow mismatch measures
- Calculate surplus sensitivity and risk metrics
- Create investment materials for portfolio reviews and committees
- Decompose portfolio and surplus risk rate spread credit components
- Develop and update investment and risk dashboards
- Ensure data accuracy documentation reproducibility
- Monitor concentration liquidity key risk indicators
- Produce asset liability analytics
- Quantify pre trade and post trade impacts on portfolio risk carry roll down surplus sensitivity
- Run scenario and stress tests and summarize results
- Support discount curve construction and maintenance
Perks/Benefits
Skills/Tech-stack
Analytics Dashboards | Asset-liability management | Capital Markets | Cash Flow | Cash flow modeling | Concentration risk | Convexity | Data Analysis | Data Pipelines | Discount Curve | Duration | Flow modeling | Liability management | Liquidity Risk | PowerBI | Python | Python data analysis | R | Risk Analysis | SAS | SQL | Scenario Analysis | Stress Testing
Education
Roles
Related jobs
-
Access | Data Modeling | Data Visualization | Excel | Fraud DetectionEntry-level Full Time InternshipCanada1d ago
-
Risk & Control Health Data Analyst CAD 97K-146KArtificial Intelligence | Compliance | Control Frameworks | Dashboards | Data AnalysisEquity | Health benefits | Retirement plans | Wellness stipendsMid-level Full TimeCanada1d ago
-
Business Requirements | Business Requirements Document | Data Analysis | Data Exploration | Data ModelingHybrid workSenior-level Full TimeToronto, ON, Canada1d ago
-
Arbitration | Compensation benchmarking | Data Analysis | Data reporting | ExcelMid-level Full TimeToronto, ON, Canada1d ago
-
Senior-level Full TimeToronto, ON, Canada1d ago
-
Syndicated Service Specialist CAD 65K-106KAnomaly Detection | Azure Databricks | CI/CD | Data Modeling | Delta LakeMid-level Full TimeBrampton, ON, CA2d ago
-
Acceptance Testing | Business Requirements | Case Development | Corporate banking | Credit RiskFlexible benefit programsMid-level Full TimeToronto, ON, CA, M5H 0B42d ago
-
Adobe Analytics | Dashboarding | Data Governance | Data Quality | Google AnalyticsDevelopment opportunities | Flexible work/hybrid | Performance based financial benefits | Workplace accommodationsSenior-level Full Time TemporaryMontréal, 2020 Robert-Bourassa, Canada2d ago
-
Business Process | Business Process Analysis | Dashboards | Data Auditing | Data MappingCampus engagement events | Educational training and developmental programs | Employer paid pension plan | Hybrid work program | Medical, dental, and vision coverageMid-level Full TimeBuilding A, Canada2d ago
-
Associate Investment Risk Research and Analytics CAD 70K-100KAutomation | Data Documentation | Data Quality | Data Reconciliation | Data StewardshipHybrid work model | Office-first collaboration | Professional developmentMid-level Full TimeToronto - 16 York St, Canada2d ago
-
Senior Data Analyst CAD 104K-136KAttribution Modeling | Behavioral analytics | Customer Segmentation | Data Governance | Data ValidationDental insurance coverage | Health insurance coverage | Hybrid work model | Professional learning and development resources | Vision insurance coverageSenior-level Full TimeToronto, Ontario2d ago
-
Data Analyst, Manufacturing Business Process CAD 74K-100KCause analysis | Dashboarding | Data Analysis | Data Integrity | Data QualityOn-site workMid-level Full TimeNew Westminster, BC2d ago
-
Data Analyst (1-Year Contract) CAD 85K-95KAzure SQL | DAX | Power BI | Power Query | Report BuilderMid-level Contract TemporaryRemote (Canada) R2d ago
-
Senior Data Analyst CAD 121K-132KAWS | Anomaly Detection | Apache Spark | ArcGIS | Business IntelligenceCorporate discounts | Employee assistance program | Employer paid health benefits | Family leave top-up | Gym membership discountSenior-level Full Time123 Front, Canada3d ago
-
Data Analytics Senior Advisor CAD 95K-130KACL | Alteryx | Audit planning | Automation | Continuous AuditingDiscounts on iA products | Employee Learning and Development | Employee assistance program | Ergonomic equipment program | Family assistance programSenior-level Full TimeQuebec / 1080, Grande Allee West …3d ago
-
Senior Data Analyst CAD 80K-128KAWS Glue | Amazon Athena | Amazon S3 | Data Analysis | Data Visualization20 days vacation | Analytics community learning | Collaborative work environment | Fitness and wellness programs | Flexible benefitsSenior-level Full TimeSun Life Toronto One York, Canada3d ago
-
Workforce Analytics Consultant CAD 87K-116KAdherence Tracking | Business Process | Business process review | Call Volume Forecasting | Conflict ResolutionSenior-level Full TimeToronto, ON, CA, M5V3C63d ago
-
Azure | Azure Databricks | Data Governance | Data Pipelines | Data QualityMid-level Full TimeHALIFAX, NS, CA, B3J 1M73d ago
-
Lead Data Analyst CAD 96KAgile | Azure DevOps | CI/CD | Databricks | DevOpsGroup insurance program | Mentorship program | Paid time off | Recognition and rewards | Training and developmentSenior-level Full TimeNonstore ON10000305 Toronto ON, Canada3d ago
-
Business Intelligence | Dashboards | Data Analysis | Data Quality | Data VisualizationMid-level Full TimeOshawa, Ontario, Canada3d ago
-
Credit Risk | Credit risk modeling | Exposure at Default | Forecasting | ICAAPDefined benefit pension plan | Employee stock purchase plan | Hybrid work arrangement | Incentive pay | Paid vacationSenior-level Full TimeToronto-81 Bay, 29th Floor, Canada3d ago
-
Senior Manager, Program Analytics CAD 89K-137KBusiness Analysis | Client Management | Dashboard Reporting | Data Analysis | Data GovernanceAdoption Assistance | Backup dependent care | Behavioral health solutions | Employee resource groups | Infertility coverageSenior-level Full TimeCAN - ON - Oakville - …3d ago
-
Market Data Analyst CAD 62K-104KData Analysis | Data Automation | Data Governance | Data Modeling | Data QualityDental benefits | Disability insurance | Employee assistance program | Health benefits | Hybrid work arrangementEntry-level Full TimeCAN, Ontario, Toronto, 200 Bloor Street …3d ago
-
Cloud Functions | Cloud Storage | Common table expressions | Composer | Data GovernanceFlexible work arrangements | Hybrid work policy | Professional growth opportunities | Training opportunitiesSenior-level Full Time1 Presidents Choice Circle, Brampton, ON, …3d ago
-
Data Engineering Analyst, Data Management CAD 68K-93KData Architecture | Data Modeling | Data Warehousing | ETL | GCPDry cleaning services | Online learning | Onsite gym | Paid vacation | Pension benefitsMid-level Full Time1 Presidents Choice Circle, Brampton, ON, …3d ago