Senior Manager, Treasury Analytics
Toronto-161 Bay St., 11th, Canada
CAD 92K-120K (estimate) Senior-level Full Time
Tasks
- Analyze risk drivers within retail products
- Apply GLM and survival analysis
- Build customer behaviour models
- Communicate analytical findings to management
- Conduct user acceptance testing
- Design analytics for risk representation
- Develop and execute test plans
- Develop pricing and risk analytics for hedgeable risks
- Enhance profit and loss decomposition processes
- Ensure retail risk modeling consistency in business and technology processes
- Evolve cashflow modeling and hedging program
- Generate strategic insights
- Implement funds transfer pricing methods
- Implement mathematical models and algorithms
- Interpret and explain cashflow modeling profit and loss variability
- Maintain analytics library models and tools
- Maintain pricing risk and analytics library
- Model retail risk representation in cashflow modeling book
- Perform quality assurance
- Prototype pricing and hedging strategies
- Query data and derive insights
- Support consumer behavioural risk management
- Support daily and monthly cashflow modeling profit and loss activities
- Support treasury analytics methodologies and data requirements
- Validate analytics and methodologies
- Value interest rate derivatives for retail products
- Vet and approve models and methods
Perks/Benefits
- Banking benefits
- Benefits program
- Defined benefit pension plan
- Employee share purchase plan
- Hybrid work arrangement
- Incentive pay
- Paid day off for personal growth
- Vacation offering
- Wellbeing support
Skills/Tech-stack
Asset-liability management | C++ | Cash Flow | Cash Flow Modeling Book | Cash flow modeling | Cox Regression | Customer Behaviour | Customer Behaviour Modeling | Data Analysis | Financial Mathematics | Financial economics | Flow modeling | Funds transfer | Funds transfer pricing | Generalized Linear Models | Hedging | Interest Rate | Interest Rate Derivatives | Liability management | Linear Models | Market Risk | Model Risk Management | Model risk | Model selection | Option modeling | Panel Time Series | Pricing Analytics | Profit and Loss | Profit and Loss Decomposition | Python | R | Risk Management | Risk Modeling | SQL | Statistical modeling | Stochastic Modeling | Survival analysis | Swaps | Swaptions | Time Series | Transfer Pricing | Treasury Management | Valuation
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
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