{"id":1499167,"url":"https://alion.io/job/acpm-sr-analyst-valuation-model-development","title":"Sr. Analyst, Valuation & Model Development","company":{"id":1957665,"name":"ACPM","domain":"acpm.com","url":"https://alion.io/company/acpm-com","size_band":"501-1000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Workday","truth_index":null},"role":"Analytics","role_family":"Analytics","seniority":"senior","employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Toronto, Canada"],"countries":["CA"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":55000,"max_usd":108000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":138},"experience_years_min":3,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Power BI","optional":false},{"name":"Python","optional":false},{"name":"SQL","optional":false}],"status":"live","first_seen_at":"2026-09-24T00:00:00Z","employer_posted_date":"2026-09-24","last_verified_at":"2026-10-05T23:34:14Z","board_verified":true,"closed_at":null,"days_open":12,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":12},"description":"Why you’ll love working here:\nhigh-performance, people-focused culture\n\nour commitment that equity, diversity, and inclusion are fundamental to our work environment and business success, which helps employees feel valued and empowered to be their authentic selves\n\nlearning and development initiatives, including workshops, Speaker Series events and access to LinkedIn Learning, that support employees’ career growth\n\nmembership in HOOPP’s world class defined benefit pension plan, which can serve as an important part of your retirement security\n\ncompetitive, 100% company-paid extended health and dental benefits for permanent employees, including coverage supporting our team's diversity and mental health (e.g., gender affirmation, fertility and drug treatment, psychological support benefits of $2,500 per year, parental leave top-up, and a health spending account).\n\noptional post-retirement health and dental benefits subsidized at 50%\n\nyoga classes, meditation workshops, nutritional consultations, and wellness seminars\n\nthe opportunity to make a difference and help take care of those who care for us, by providing a financially secure retirement for Ontario healthcare workers\n\nJob Summary\nThis role is responsible for researching and proposing quantitative models for HOOPP’s derivatives products across all asset classes. Following independent review and approval by the Director of Model Validation, the incumbent will develop and prototype pricing models and lead the automation and implementation of these models within the Numerix production environment.\nIn addition to pricing model development, this role will explore optimal solutions for model-based sensitivity and Greeks calculations across a range of physical and derivatives instruments, as well as the development of robust, market-driven analytics to support performance attribution and decision-making processes.\nThis 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 across Investment, Risk, Technology, and Finance teams.\nWhat you will do:\nProvide model recommendations for newly invested derivatives products, supported by in-depth analytical reports to justify the mathematical soundness and applicability of each proposed model.\nUnder the guidance of senior team member or manager to conduct the full cycle of quantitative model development for derivatives pricing, post-deployment verification. This includes model selection, prototype construction, market and position data consolidation, scripting for production implementation, end-to-end testing (Dev to UAT), defect resolution, and pre/post-production review and analysis.\nOffer subject matter expertise to support senior management in making sound and balanced decisions on complex valuation matters.\nConduct ongoing reviews of market data quality in accordance with industry standards, with a focus on volatility surfaces, dividend curves, and interest rate curves, to prevent the use of stale or anomalous data in the production environment.\nCollaborate closely with the Model Validation team to formalize and maintain model inventory documentation, conduct periodic reviews and calibrations of existing models, and drive enhancements using innovative and creative approaches.\nParticipate in valuation-related projects aligned with departmental and Finance division strategic priorities, contributing research, analysis, and recommendations as needed.\nExplore and implement best practices to mitigate HOOPP’s exposure to undue valuation risk. Continuously identify opportunities to improve processes through new technologies, tools, and methods.\nProvide technical support to team members in the development and testing of valuation models, and in executing ongoing model-related tasks to ensure the accuracy and integrity of HOOPP’s valuations. Troubleshoot and resolve issues proactively.\nContribute to the development and enhancement of sensitivity and Greeks modeling for both physical and derivatives assets, including improvements to PV01 and CS01 calculations using Numerix methodology. Evaluate and implement optimal approaches for various derivatives instruments to improve risk and valuation analytics.\nWhat you bring:\nAdvanced degree (Master’s or Ph.D.) in Quantitative Finance, Statistics, Mathematics, Physics, Engineering, Computer Science, or related fields.\n3 to 5 years of relevant experience in quantitative finance, derivative modeling, model validation, valuation methodologies.\nCFA and FRM designations are preferred.\nProduct knowledge: Advanced theoretical and specialization knowledge of a broad range of valuation models used in the financial industry, especially financial engineering and derivative pricing models.\nTechnical Skills: Experience with pricing models and SQL required; hands-on capability in programming language (e.g. Python, C, or C++); familiarity with Power BI advantageous.\nAnalytical Abilities: 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.\nAttention to Detail: High emphasis on accuracy and completeness, with the ability to manage multiple tasks efficiently.\nIntellectual curiosity, a passion for technology and a commitment to demonstrate HOOPP values.\nDesire to learn in a highly collaborative environment and influence others to adopt a different point of view.\nAbility to work collaboratively in a team environment, while also taking ownership of projects independently.\nThe expected annual base salary range for this role is: $103,000 - $153,000 CADThe actual base salary offered to the successful candidate may vary based on multiple factors including, but not limited to, individual's expertise and level of experience applicable to the role they are being offered.\nThis role is eligible to participate in discretionary incentive plan(s), subject to the terms and conditions of the applicable incentive plan text.\nThis job is for an existing vacancy.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.","description_format":"text","description_chars":6435,"description_truncated":false,"requirements":{"experience_years_min":3,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"master","optional":false},"security_clearance":false,"languages":[]},"benefits":["Equity","Parental leave"],"hiring_locations":[],"hiring_excludes":[],"relocation_offered":false,"industries":["Hotels & Resorts"],"lifecycle":[{"event":"open","at":"2026-09-30T03:25:31Z"}],"visa":[],"liveness":{"score":86,"band":"hot","label":"Hiring now","p_open":1,"p_active":0.865,"p_room":1,"age_days":11,"expected_fill_days":40,"reasons":["conf:0","velocity","win:early"],"computed_at":"2026-10-05T05:45:15Z"},"pay":null,"html_url":"https://alion.io/job/acpm-sr-analyst-valuation-model-development","json_url":"https://alion.io/job/acpm-sr-analyst-valuation-model-development.json","meta":{"generated_at":"2026-10-06T01:49:02Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler","counted_by":"address","units_charged":1,"used_today":2584,"day_limit":5000,"remaining_today":2416,"minute_limit":60,"resets_at":"2026-10-07T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.02,"usd":0.002,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":1957665},"rest":"https://alion.io/mcp/rest/get_company?id=1957665"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Facpm-sr-analyst-valuation-model-development"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":1,"usd":0.1},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Facpm-sr-analyst-valuation-model-development"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.02,"usd":0.002},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Facpm-sr-analyst-valuation-model-development"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/acpm-sr-analyst-valuation-model-development\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Facpm-sr-analyst-valuation-model-development"}]}