The Post Trade risk management team's mandate is mainly to ensure all required procedures, models, systems, reporting, and governance are in place so that CDS and CDCC financial risks are managed according to the TMX risk appetite and policy. To carry out its mandate, the Risk Team employs sophisticated financial risk models, validation frameworks, and risk measurement and reporting systems. The Risk Team collaborates with many internal and external stakeholders including CDS Participants and CDCC Clearing Members, our regulators, and our TMX Group partners. As a Senior Analyst, you will apply specialized knowledge and experience to the development of new or enhanced clearinghouse risk project activities for internal and external clients. Acting as a subject matter expert related to risk architecture, you will focus on financial risk management in a quantitative role (e.g., market, liquidity, or credit risk measurement and management). This role reports to: Senior Manager, Quantitative Risk Management Job Location: Hybrid (2-3 days in office) -we are open to candidates being located in one of our Canadian office locations: Toronto or Montreal Key Accountabilities - Risk Architecture & Design: Participate in the design and modelization of the risk architecture in a quantitative role, and collaborate on the integration and implementation related to such activities. - Model Lifecycle Management: Participate in the entire life cycle of a portfolio of risk models, from the development of monitoring capabilities following industry best standards, to the ability to receive and address effective challenges in a constructive manner. - Documentation & Governance: Participate in the development of rigorous model documentation, as well as support its delivery to internal risk committees. - Risk Oversight Support: Support the internal and external lines of defenses in their independent risk oversight (including Risk Oversight, Enterprise Risk Management, Model Vetting, and Regulatory bodies). - Infrastructure Collaboration: Partner with internal and external IT development teams to create and improve risk system infrastructures and tools. - Regulatory Compliance: Partner with legal teams for filings related to new rules, rule amendments, and regulatory guidance. - Stakeholder Experience: Deliver a great customer experience by answering requests from internal and external clients in a timely and thorough manner. Must Have(s) - Education: Master's degree in a quantitative finance discipline such as Finance, Mathematics, Statistics, Economics, or an equivalent field. - Experience: Minimum of 3 years of experience in the financial industry with a dedicated focus on financial risk management in a quantitative role. - Technical Skills: Strong experience working with financial data sources, information systems, and programming. - Product Knowledge: Deep understanding of financial products, with specific expertise in derivative and/or structured products. - Risk Management Expertise: Solid knowledge of Post Trade Risk exposures, alongside the processes and programs required to measure and manage financial and/or operational risks. - Communication: Exceptional communication skills (both written and verbal), including the ability to explain, summarize, and synthesize abstract financial concepts. - Execution & Mindset: Proven ability to execute multiple project tasks and production processes in a fast-paced environment, paired with self-confidence, a positive attitude, and pragmatism. Salary Range: 90K/year - 100K/year CAD. Please note that the salary range included is a guideline only. The salary offered may vary based on factors, including, but not limited to, the successful candidate's relevant knowledge, skills, and experience. The recruiting efforts for this role are intended to fill a vacant position.