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Robertson & Company Ltd.

Risk Analyst II

Toronto, ON, Canada

Contract Period: 4 months with potential to extend or convert Pay Rate: Starting form $36 per hour Location: Toronto, ON Location Type: Hybrid Business Hours: Monday-Friday, Core business hours · Contract

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Job details

Pay: Contract Period: 4 months with potential to extend or convert Pay Rate: Starting form $36 per hour Location: Toronto, ON Location Type: Hybrid Business Hours: Monday-Friday, Core business hours
Job type: Contract
Apply by: Dec 12, 2026
Experience: 1-3 years of experience in capital markets, collateral management, or risk
Posting language: English
Posted: Nov 12, 2026

Original job description

Our client is a top financial institution with significant North American holdings. They have operations across most major verticals, including institutional & corporate, wealth management, private clients, commercial banking, treasury, and retail banking.

Introduction:
Robertson is seeking a skilled Risk Analyst II Strong talent advisor to join our client in support of an existing vacancy.

Contract Period: 4 months with potential to extend or convert
Pay Rate: Starting form $36 per hour
Location: Toronto, ON
Location Type: Hybrid
Business Hours: Monday-Friday, Core business hours

Job Responsibilities:

Monitor and analyze collateral exposures across OTC derivatives and secured financing portfolios
Investigate valuation discrepancies and margin disputes for variation margin and initial margin
Track and manage disputes to timely resolution, ensuring appropriate documentation and audit trail
Prepare daily, monthly, and ad hoc reports (e.g., exposure dashboards, policy monitoring, dispute reports)
Act as key point of contact for internal stakeholders (Front Office, Credit Risk, Legal, Operations)
Collaborate cross-functionally to resolve issues and improve processes
Drive process enhancements to improve automation, accuracy, and control effectiveness
Solid understanding of derivatives, repo/securities financing, and collateral management concepts
Familiarity with valuation drivers, margin methodologies (e.g., SIMM), and risk frameworks
Strong analytical skills with ability to interpret data and identify issues

Experience & Qualification Requirements:

Finance degree required
1-3 years of experience in capital markets, collateral management, or risk
Strong understanding of financial markets, derivatives, or securities financing products
Familiarity with margining concepts, valuation drivers, and counterparty credit risk
Strong written and verbal communication skills, with ability to engage effectively with cross-functional stakeholders
Ability to investigate issues, perform root cause analysis, and provide clear, concise conclusions
Proficiency in Excel
Experience working with large datasets and performing data analysis
Experience with Python or other coding languages is considered an asset
Familiarity with SIMM framework, Initial Margin, or regulatory margin requirements is considered an asset
CFA, FRM, or progress toward a professional risk/finance designation is an asset

How to Apply: If you are a motivated professional looking to contribute to a leading team, please submit your resume outlining your qualifications and experience relevant to this role. Robertson & the clients we represent, value diversity and are committed to creating an inclusive workplace. We invite all qualified individuals to apply.

Background screening is required as part of the onboarding process. The type of screening required (criminal, credit, or other verifications) will vary based on the position and client requirements.

We use AI technology as part of our application review process to assist with screening and assessment. All applications are also reviewed by our recruitment team.

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More about this job

Responsibilities

Monitor collateral exposures across derivatives and secured financing portfolios, investigate valuation discrepancies and margin disputes, and manage disputes through timely resolution with appropriate documentation. Prepare exposure and monitoring reports, coordinate with internal stakeholders, and improve automation, accuracy, and control effectiveness.

Requirements

A finance degree and 1–3 years of experience in capital markets, collateral management, or risk are required, along with knowledge of financial markets, derivatives or securities financing, margining, valuation, and counterparty credit risk. Strong communication, analytical, Excel, and large-dataset analysis skills are required; Python, SIMM knowledge, and progress toward a CFA, FRM, or similar designation are assets.

Skills

Collateral Management
Derivatives
Securities Financing
Risk Analysis
Margin Dispute Resolution
Initial Margin
Variation Margin
SIMM
Counterparty Credit Risk
Valuation Analysis
Data Analysis
Root Cause Analysis
Excel
Python
Reporting
Stakeholder Communication

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Keywords

Capital Markets
Collateral Management
Over-The-Counter Derivatives
Secured Financing
Repo
Securities Financing
Variation Margin
Initial Margin
SIMM
Counterparty Credit Risk
Valuation Drivers
Margin Methodologies
Regulatory Margin Requirements
Exposure Dashboards
Policy Monitoring
Dispute Management
Root Cause Analysis
Process Automation
Control Effectiveness
Excel
Python
Large Datasets
Data Analysis
CFA
FRM

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