Manager, Market Risk Models - Financial Engineering & Modelling (Montreal)
Job Type: Permanent
Reference code: 122693
Primary Location: Montreal, Quebec, Canada
All Available Locations: Montreal, QC
At Deloitte, we are driven to inspire and help our people, organization, communities, and country to thrive. Our Purpose is to build a better future by accelerating and expanding access to knowledge. Purpose defines who we are and gives us reason to exist as an organization.
By living our Purpose, we will make an impact that matters.
- Learn from deep subject matter experts through mentoring and on the job coaching
- Be encouraged to deepen your technical skills…whatever those may be.
- Have many careers in one Firm.
Would you like to further develop your career with our exponentially expanding Financial Advisory Service, Modelling and Value Advisory group? Are you up for the challenge to help the most sophisticated Canadian and international clients to solve their quantitative and modelling issues?
What will your typical day look like?
In this role you will help financial services industry (FSI) clients face quantitative issues with informed confidence. Using your deep technical skills and leveraging our global network of experts, you’ll provide professional advice to our FSI clients in a wide range of situations. The result? Our clients will be better placed to take control and receive the best solutions to their complex challenges.
You’ll develop/validate/review Capital Markets and Market Risk models (e.g. Financial Derivatives Pricing, VaR, Counterparty Credit Risk (XVA), FRTB and CCAR models) based on industry best practices.
Additionally, you will also be able to learn and work in other quantitative and analytical areas such as credit modeling, forecasting and stress testing, customer behavior modeling, and with innovations such as Machine Learning and Artificial Intelligence.
About the team
Deloitte’s Financial Advisory practice delivers highly specialized advisory solutions for companies facing critical business events where significant value is at stake, in every phase of the economic cycle. Our work is often high profile, high impact, and highly rewarding. If you’re looking for a challenge and an opportunity to grow your career alongside the best and brightest in the industry, you’ll find it in Financial Advisory at Deloitte. Broaden your skills. Broaden your reach. Broaden your career. It’s all possible at Deloitte.
Enough about us, let’s talk about you
You are someone with:
- 3 to 7 years of relevant experience in either a model development or model vetting function;
- Graduate degree in a quantitative discipline such as PhD or Master Degree in Financial Engineering, Statistics, Econometrics or other relevant post graduate degree;
- Due to the nature of the role having interactions with National & Global clients, bilingualism in French and English is required for this position.
- Solid programming skills (e.g. Python/MATLAB/ /Visual Basic/C++/C#);
- Knowledge of financial products (e.g options, swaps, etc.) and their modeling;
- Knowledge of quantitative methodologies in market risks (e.g. VaR, FRTB, CCR, XVA, etc.) and Economic Capital
Our promise to our people: Deloitte is where potential comes to life.
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We are a group of talented people who want to learn, gain experience, and develop skills. Wherever you are in your career, we want you to advance.
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Diverse perspectives and life experiences make us better. Whoever you are and wherever you’re from, we want you to feel like you belong here. We provide flexible working options to support you and how you can contribute. Be the leader you want to be.
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Some guide teams, some change culture, some build essential expertise. We offer opportunities and experiences that support your continuing growth as a leader.
Have as many careers as you want.
We are uniquely able to offer you new challenges and roles – and prepare you for them. We bring together people with unique experiences and talents, and we are the place to develop a lasting network of friends, peers, and mentors. Our TVP is about relationships – between leaders and their people, the firm and its people, peers, and within in our communities.
The next step is yours
At Deloitte, we are all about doing business inclusively – that starts with having diverse colleagues of all abilities. Deloitte encourages applications from all qualified candidates who represent the full diversity of communities across Canada. This includes, but is not limited to, people with disabilities, candidates from Indigenous communities, and candidates from the Black community in support of living our values, creating a culture of Diversity Equity and Inclusion and our commitment to our AccessAbility Action Plan, Reconciliation Action Plan and the BlackNorth Initiative.
By applying to this job you will be assessed against the Deloitte Global Talent Standards. We’ve designed these standards to provide our clients with a consistent and exceptional Deloitte experience globally.
Deloitte Canada has 30 offices with representation across most of the country. We acknowledge our offices reside on traditional, treaty and unceded territories as part of Turtle Island and is still home to many First Nations, Métis, and Inuit peoples. We are all Treaty people.
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