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JOB PROFILE
Position #00071007
TITLE: PORTFOLIO RISK ANALYST
CLASSIFICATION: APPLIED LEADERSHIP
MINISTRY: FINANCE
WORK UNIT: RISK AND PERFORMANCE MEASUREMENT
SUPERVISOR TITLE: DIRECTOR, RISK AND PERFORMANCE
SUPERVISOR POSITION #: 00074782
MEASUREMENT
JOB OVERVIEW
To monitor the performance and risk of the province’s debt portfolio utilizing current resources/procedures as
well as investigating new risk measurement techniques for liability management. Provide recommendations
for the development and monitoring of risk initiatives; assess and make recommendations on the financial
implications of new capital markets programs; and monitor compliance with contractual and regulatory
requirements.
ACCOUNTABILITIES
Required:

Assists in measuring the branch’s market exposures and counterparty credit exposures for compliance
with risk parameters.

Surveys changes in the capital markets and government regulation to determine possible impact on risk
profile.

Monitors collateral position pertaining to existing Credit Support Annexes (CSAs) and liaise with
external CSA custodian in managing the government’s collateral postings.

Researches developments in the risk management field (tools, systems, techniques, best practices) and
implement new performance and attribution techniques.

Identifies and recommends changes to policies, procedures and systems to enhance controls and
efficiency of monitoring business risk. Implements business improvements and system enhancements
to facilitate improved reporting.

Oversees the complete, accurate and timely production of risk and performance reports.

Implements a system of internal controls in order to safeguard Ministry’s capital markets operations
and provides advice on improvements; establishes effective financial monitoring and controls, and
provide risk analysis of new initiatives.

Assists with material preparation for presentation at the Risk Committee’s quarterly meeting.

Undertakes periodic reviews to test functionality and integrity of data contained in the Debt
Management System.
Date: April 21, 2016
JOB REQUIREMENTS
Experience and Education:
Required:
 Completion of a degree in a related discipline (i.e. Finance, Commerce, Economics, Risk Management,),
or equivalent combination of education and a minimum of 2 years’ experience in banking, financial risk
management, securities industry or capital markets.

Experience and proficiency in fixed income mathematics, financial risk metrics and analysis, domestic
and international capital markets and portfolio benchmarking. Preference may be given to those with
experience in a large treasury operation.

Experience and proficiency with Microsoft Excel at an advanced level.
Preference may be given for the following:
 Professional Risk Manager (PRM) or Financial Risk Manager (FRM) designation.

Completion of the Canadian Securities Course, and/or Charter Financial Analyst designation.

Experience with third party applications such as Bloomberg and Reuters.

Experience with Value at Risk (VaR) analysis techniques.

Experience with enterprise risk management techniques and frameworks

Experience managing contract requirements and monitoring contract compliance

Visual Basic for Applications (VBA) experience.
Knowledge, Skills and Abilities:

Knowledge of the types of securities related to the branch’s business. These include domestic and
foreign bond issues, derivative products, short term notes and recent developments in the
international regulation of financial markets.

Understanding of risk based approaches on securitization and model valuation, including how market
risk capital is calculated.

Strong analytical, problem solving, computational and interpretative skills to investigate, analyze and
interpret complex financial and personal situations.

Strong knowledge of bond valuation methods.

Ability to work within strict time guidelines with superior organizational and prioritizing skills.

Ability to establish and maintain effective working relationships with a variety of individuals or groups
at all levels of authority, to meet business objectives and ministry mandate.

Ability to use computer applications and integrated accounting/financial systems to produce a variety
of correspondence, reports and documentation.

Ability to communicate both orally and in writing ideas, concepts, recommendations and technical,
complex, sensitive information clearly, logically, concisely, completely, in a timely manner at a level
and in a format consistent with the audience, including the ability to create instructions and procedural
steps outlining financial systems and processes.
Date: April 21, 2016

Ability to formulate and implement innovative solutions to solve problems and achieve goals.

Ability to create continuous improvement to risk management operations.

Ability to build and maintain cooperative and productive relationships and effectively liaise with
internal and external stakeholders through effective negotiation, mediation and facilitation skills.
Successful completion of security screening requirements of the BC Public Service, which may include a
criminal record check and /or Criminal Records Review Act (CRRA) check and/or enhanced security
screening checks as required.
BEHAVIOURAL COMPETENCIES

Analytical Thinking is the ability to comprehend a situation by breaking it down into its components
and identifying key or underlying complex issues. It implies the ability to systematically organize and
compare the various aspects of a problem or situation, and determine cause-and-effect relationships
("if...then…") to resolve problems in a sound, decisive manner. Checks to ensure the validity or
accuracy of all information.

Planning, Organizing and Co-ordinating involves proactively planning, establishing priorities and
allocating resources. It is expressed by developing and implementing increasingly complex plans. It also
involves monitoring and adjusting work to accomplish goals and deliver to the organization's mandate.

Problem Solving/Judgement is the ability to analyze problems systematically, organize information,
identify key factors, identify underlying causes and generate solutions.

Relationship Building is working to build or maintain ethical relationships or networks or contacts with
people who are, or may be, potentially helpful in achieving work-related goals and establishing
advantages. These people may include customers, clients, counterparts, colleagues, etc.

Results Orientation is a concern for surpassing a standard of excellence. The standard may be one’s
own past performance (striving for improvement); an objective measure (achievement orientation);
challenging goals that one has set; or even improving or surpassing what has already been done
(continuous improvement). Thus, a unique accomplishment also indicates a Results Orientation.

Service Orientation implies a desire to identify and serve customers/clients, who may include the
public, co-workers, other branches/divisions, other ministries/agencies, other government
organizations, and non-government organizations. It means focusing one’s efforts on discovering and
meeting the needs of the customer/client.
Date: April 21, 2016