Sr. Analyst, Valuation & Model Development at HOOPP (Healthcare of Ontario Pension Plan) | CA | Rezi

Sr. Analyst, Valuation & Model Development at HOOPP (Healthcare of Ontario Pension Plan)

Sr. Analyst, Valuation & Model Development

HOOPP (Healthcare of Ontario Pension Plan) · CA

Today

Sr. Analyst, Valuation & Model Development

HOOPP (Healthcare of Ontario Pension Plan) · CA

an hour ago
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About the Role

This role is responsible for researching and proposing quantitative models for HOOPP’s derivatives products across all asset classes. The incumbent will develop and prototype pricing models and lead their automation and implementation within the Numerix production environment. This role offers a unique opportunity to contribute to HOOPP’s evolving valuation framework through innovative model design, technical execution, and close collaboration with internal stakeholders.

Responsibilities

  • Provide model recommendations for newly invested derivatives products, supported by in-depth analytical reports.
  • Conduct the full cycle of quantitative model development for derivatives pricing, post-deployment verification.
  • Offer subject matter expertise to support senior management in making sound and balanced decisions on complex valuation matters.
  • Conduct ongoing reviews of market data quality in accordance with industry standards.
  • Collaborate closely with the Model Validation team to formalize and maintain model inventory documentation.
  • Participate in valuation-related projects aligned with departmental and Finance division strategic priorities.
  • Explore and implement best practices to mitigate HOOPP’s exposure to undue valuation risk.
  • Provide technical support to team members in the development and testing of valuation models.
  • Contribute to the development and enhancement of sensitivity and Greeks modeling for both physical and derivatives assets.
  • Evaluate and implement optimal approaches for various derivatives instruments to improve risk and valuation analytics.

Requirements

  • Advanced degree (Master’s or Ph.D.) in Quantitative Finance, Statistics, Mathematics, Physics, Engineering, Computer Science, or related fields.
  • 3 to 5 years of relevant experience in quantitative finance, derivative modeling, model validation, valuation methodologies.
  • CFA and FRM designations are preferred.
  • Advanced theoretical and specialization knowledge of a broad range of valuation models used in the financial industry, especially financial engineering and derivative pricing models.
  • Experience with pricing models and SQL required.
  • Hands-on capability in programming language (e.g. Python, C, or C++).
  • Familiarity with Power BI advantageous.
  • Strong ability to research complex issues, analyze problems, synthesize information, and make recommendations often by identifying innovative solutions.
  • Extensive experience in researching, developing and implementing quantitative models for various analytical initiatives.
  • High emphasis on accuracy and completeness, with the ability to manage multiple tasks efficiently.
  • Intellectual curiosity, a passion for technology and a commitment to demonstrate HOOPP values.
  • Desire to learn in a highly collaborative environment and influence others to adopt a different point of view.
  • Ability to work collaboratively in a team environment, while also taking ownership of projects independently.

Skills

  • Quantitative modeling
  • Derivatives pricing
  • Model validation
  • Valuation methodologies
  • SQL
  • Python
  • C++
  • Power BI
  • Analytical skills
  • Problem-solving
  • Communication
  • Collaboration
  • Project management

Location

  • Ontario

Work Type

  • Full-time

Experience Level

  • 3-5 years

Education Level

  • Master's degree
  • Ph.D.

Salary/Compensations

  • $103,000 - $153,000 CAD

Benefits

  • High-performance, people-focused culture
  • Commitment to equity, diversity, and inclusion
  • Learning and development initiatives (workshops, Speaker Series, LinkedIn Learning)
  • Membership in HOOPP’s defined benefit pension plan
  • Competitive, 100% company-paid extended health and dental benefits for permanent employees
  • Coverage supporting diversity and mental health (gender affirmation, fertility, drug treatment, psychological support $2,500/year)
  • Parental leave top-up
  • Health spending account
  • Optional post-retirement health and dental benefits subsidized at 50%
  • Yoga classes
  • Meditation workshops
  • Nutritional consultations
  • Wellness seminars

About the Company

  • HOOPP is committed to making a difference and helping take care of those who care for us, by providing a financially secure retirement for Ontario healthcare workers.

Equal Opportunity

  • HOOPP may use artificial intelligence tools to assist in screening, assessing and selecting applicants for this position. These tools support our recruitment process but do not replace human judgment and decision-making.