Senior Specialist, Modelling
Canada Mortgage and Housing Corporation
- Ottawa, ON
- Temporary
- Full-time
- Accrued vacation.
- Annual individual performance bonus.
- Support towards your personal and professional growth with training, mentorship and more.
- An inclusive workplace culture and environment.
- While positions at CMHC require some in-office presence, alternative work arrangements may be considered for Indigenous candidates.
- Participating in the development of policies, guidelines and internal protocols regarding pricing (Insurance & Lending) modelling and analytics.
- Maintaining relationships with internal and external partners to ensure the bidirectional knowledge transfer required to develop, validate and implement models using state-of-the-art methods and technology.
- Developing new models to inform business decisions and analysis; models are used for purposes such as underwriting, pricing, stress testing, capital adequacy assessment, business analytics including financial projections, and automated systems and tools.
- Monitoring model performance to ensure ongoing quality and proactively identify opportunities to improve existing models and analytical tools.
- Maintaining and applying expert knowledge of best practices and recent advances in quantitative methods and analytical techniques.
- Monitoring market trends, economic conditions and other factors that influence financial and mortgage sectors.
- Translating complex model results into clear, decision-useful insights for senior management, committees and stakeholders.
- Provide technical leadership and coaching to more junior colleagues.
- A postgraduate degree or higher in a quantitative discipline such as finance, mathematics, economics, statistics or actuarial sciences.
- A minimum of five years of experience in modelling or quantitative analytics at a bank, insurance company, asset manager or other type of financial institution.
- Strong understanding of mathematical finance and risk management.
- Good understanding of Canada's financial sector and real estate markets.
- Communication skills to different types of audience.
- Demonstrated ability to conduct rigorous analysis using critical thinking and judgment to resolve complex issues. The ability to work within a sophisticated technological environment using various modelling and programming tools such as SQL/Python.
- The ability to provide technical leadership and mentoring, demonstrating excellent communication, collaboration, and presentation skills.
- Knowledge of IFRS 17.
- Knowledge of the Mortgage Insurance and Securitization business as well as the Mortgage Insurance Capital Adequacy Test: (MICAT).
- Professional designation (Associate or Fellow of the Canadian Institute of Actuaries, Casualty Actuarial Society, Society of Actuaries or Chartered Financial Analyst or Professional Risk Manager or Financial Risk Manager or Chartered Professional Accountant).