Senior Analyst

2 weeks ago


St John's, Canada Bluebayinvest Full time
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The Combined US Operations (CUSO) Treasury is undertaking a complex enterprise-wide initiative as part of ongoing efforts to improve Interest Rate Risk in the Banking Book (IRRBB) management across the organization. CUSO ALM Analyst will play an instrumental role in the CUSO-wide project to implement QRM and develop comprehensive modeling process. This role will be responsible for providing support for the IRRBB measurement, monitoring, and management across several RBC CUSO entities calculating and analyzing monthly EVE/NII/KRD metrics, setting up and maintaining QRM model, developing and documenting modeling assumptions, NII backtesting and sensitivity testing of modeling assumptions.

Monitor compliance of IRRBB metrics with all applicable limits. Escalate to the senior management increased levels of IRR exposures.Ensure accuracy and completeness of data used in QRM.Perform backtesting and sensitivity analysis of modeling assumptions.Support updates of IRRBB policies and procedures.Conduct various research and analysis as required to support as related to interest rate risk and balance sheet management.Establish strong working relationships within Treasury and across business units and platforms.

Must have:

  1. Minimum 5 years of banking experience and with minimum of 3 years of Treasury with focus in interest rate risk and balance sheet management.
  2. Extensive experience with Microsoft Excel, Word, Power Point, SQL, and other data management tools.

    We are proud to support a broad range of community initiatives through donations, community investments and employee volunteer activities. com/community-social-impact.



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