Ontario Teachers' Pension Plan
Investment Risk Associate - Private Models
Job Description
Join OTPP as an Investment Risk Associate specializing in private asset models. Your expertise in risk modeling will help manage $140 billion across asset classes with a flexible work environment.
In this role, you will report to the Director and collaborate with various teams to develop robust risk models for private investments. Focused on market and credit risk, your responsibilities will include model creation, recalibration, and validation. Your strong programming skills will be essential in enhancing our modeling capabilities and providing risk insights for investment decisions.
Key Responsibilities:
• Research and develop risk models for private assets
• Maintain and improve asset-specific risk models
• Write detailed documentation of methodologies and tests
• Collaborate with cross-functional teams for model integration
• Conduct annual model recalibrations for accuracy
Requirements:
• Master’s degree in quantitative discipline
• Minimum 2 years’ e...
In this role, you will report to the Director and collaborate with various teams to develop robust risk models for private investments. Focused on market and credit risk, your responsibilities will include model creation, recalibration, and validation. Your strong programming skills will be essential in enhancing our modeling capabilities and providing risk insights for investment decisions.
Key Responsibilities:
• Research and develop risk models for private assets
• Maintain and improve asset-specific risk models
• Write detailed documentation of methodologies and tests
• Collaborate with cross-functional teams for model integration
• Conduct annual model recalibrations for accuracy
Requirements:
• Master’s degree in quantitative discipline
• Minimum 2 years’ e...