Manager - Financial Engineering and Modelling - Market Risk, Quantitative Risk Advisory
Deloitte
Toronto, ON, CA
2d ago

Job Type : Permanent

Primary Location : Multiple Locations, Ontario, Canada

All Available Locations : Toronto; Burlington; Kitchener; London; Ottawa; Vaughan; Windsor

Our Purpose

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.

During your typical day you will develop / validate / review Capital Markets and Market Risk models (e.g. Financial Derivatives Pricing, VaR, Counterparty Credit Risk, XVA, FRTB, IBOR Transition 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, Mathematics, Physics, Statistics, Econometrics or another relevant post graduate degree;
  • Solid programming skills (e.g. Python / MATLAB / Visual Basic / C++ / C#);
  • Knowledge of financial products (e.g options, swaps, etc.) and their modeling and calibration in both risk neutral and real world across a wide range of products, including interest rate, foreign exchange, equity, commodity and credit derivatives;
  • Knowledge of quantitative methodologies in market risks (e.g.VaR, FRTB, CCR, XVA, etc.) and Economic Capital;
  • Experience with numerically solving PDEs, employing binomial trees and Monte Carlo methods is an asset.
  • Our shared values

    While our Purpose guides us and helps explain why we exist, our shared values describe the behaviour we expect from each other at the firm.

    They provide common ground to unite us across cultures and geographies. They help us to earn the trust and respect of our stakeholders.

    We all commit to living by these shared values, to stay true to the principles they represent, and to honour the legacy from which they came.

    They are what sets us apart and makes us Deloitte.

    Every day, we live our Purpose through the following five shared values :

  • Lead the way : Deloitte is not only leading the profession, but reinventing it for the future. We’re also committed to creating opportunity and leading the way to a more sustainable world.
  • Serve with integrity : Deloitte has earned the trust of employees, clients, regulators, and the public for 175 years. Upholding that trust is our single most important responsibility.
  • Take care of each other : We look out for one another and prioritize respect, fairness, development, and well-being.
  • Foster inclusion : We are at our best when we foster an inclusive culture and embrace diversity in all forms. We know this attracts top talent, enables innovation, and helps us deliver well-rounded client solutions.
  • Collaborate for measurable impact : We approach our work with a collaborative mind set, teaming across businesses, geographies, and skill sets to deliver tangible, measurable, attributable impact.
  • The next step is yours

    Sound like The One Firm. For You? Apply Now!

    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

    BlackNorth Initiative .

    We encourage you to connect with us at accessiblecareers deloitte.ca if you require an accommodation for the recruitment process (including alternate formats of materials, accessible meeting rooms or other accommodations).

    We’d love to hear from you!

    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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