Manager, Liquidity Stress Testing

Requisition ID: 208684 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. The Director, Liquidity Stress Testing will enhance the Liquidity Management role within Group Treasury by providing thought leadership and guidance on the development of internal stress scenarios & corresponding assumptions. The...

**The Work** The Associate Director of Stress Testing reports directly to the Director of Risk Operations and Analytics. In this role, the incumbent will assume responsibility for supporting the co-ordination, development, and execution of stress testing programs, including Enterprise-Wide Stress Testing (EWST), OSFI Macro Stress Testing (MST), Internal...

**Job Summary** RBC is hiring a Manager of Stress Testing Analytics. This role will be responsible for the implementation and execution of stress test tools supporting the data generation and aggregation for various internal and regulatory stress testing programs, working with RBC economics to produce economic projections, building analytical tools and...

**Manager, Liquidity Assumptions - Intraday Liquidity**: - 431950BR **Job Category - Primary** - Finance / Accounting **Work Location** - TD Centre - TD Tower - 66 Wellington Street West **Employment Type** - Regular **City** - Toronto **Time Type** - Full Time **Province/State** - Ontario **Hours** - 37.5 **Workplace Model** - Hybrid **Pay...

**Work Location**: Canada **Hours**: 37.5 **Line of Business**: Data & Analytics **Pay Details**: **Department Overview** **The Treasury and Balance Sheet Management (TBSM) department of TD Bank Group is responsible for the management of TD Bank's consolidated non-trading market risk, foreign exchange risk, liquidity risk, funding strategies, and capital...

100 King Street West Toronto Ontario,M5X 1A1 Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising from changes in the market and external environment for business/group portfolios and products. Applies knowledge of analytics algorithms and...

Embark on a challenging career opportunity as a Risk Management Leader for Credit Stress Testing at Royal Bank of Canada. With a strong foundation in quantitative disciplines such as Finance, Statistics, Economics, Math, Computer Science, or Engineering, you will lead the implementation and execution of credit risk models used in stress testing credit risk...

100 King Street West Toronto Ontario,M5X 1A1 Corporate Treasury finds the best ways for BMO to deploy its financial resources within regulatory guidelines and the Enterprise’s risk appetite. The Treasury function plays a key role in the management of the bank’s liquidity, funding, capital, and allocation of financial resources to align with the bank’s...

100 King Street West Toronto Ontario,M5X 1A1 Supports the build, management, and execution of an enterprise-wide liquidity and funding management framework to optimize risks and maximize risk-adjusted profitability. Provides expertise for the measurement, analysis, and oversight of the Bank’s global regulatory and internal funding risks arising from...

**Treasury Manager, Intraday Liquidity**: - 414720BR **Job Category - Primary** - Finance / Accounting **Work Location** - TD Centre - TD Tower - 66 Wellington Street West **Employment Type** - Regular **City** - Toronto **Time Type** - Full Time **Province/State** - Ontario **Hours** - 37.5 **Workplace Model** - Hybrid **Pay...

Requisition ID: 188534 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. **Purpose of Job**: **Responsibilities**: - Develop and maintain the Pre-provision net revenue (PPNR) models for the wholesale and retail portfolios using technology platforms, primarily in Python and R. The models will assess the...

100 King Street West Toronto Ontario,M5X 1A1 Supports the build, management, and execution of an enterprise-wide, intraday liquidity management framework to optimize risks and maximize risk-adjusted profitability. Provides expertise for the measurement, analysis, and oversight of the Bank’s global regulatory and internal intraday liquidity risks arising...

**Job Summary** RBC is hiring an Associate Director of Stress Testing Analytics. This role will be responsible for the development and implementation of stress test tools supporting the data generation and aggregation for various internal and regulatory stress testing programs, working with RBC economics to produce economic projections, building analytical...

**Job Summary** This incumbent will work with stakeholders from GRM, Finance, Treasury, IT to develop/enhance credit portfolio stress testing measurement and reporting processes, controls, and infrastructure, while ensuring compliance to internal and external requirements to meet stress testing reporting standards under US and Canadian regulations. **What...

**Job Summary** **APPLICATION DEADLINE: DECEMBER 20, 2024** **What is the opportunity?** RBC Caribbean Banking (“RBCC”) is hiring an Associate Director of Stress Testing & Treasury Analytics Caribbean. This role will be responsible for the development and implementation of stress testing tools to support the data generation and aggregation for various...

Requisition ID: 190766 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. **Purpose of Job**: **Responsibilities**: - Participate in the activities of the Enterprise-wide Stress Test project, including project planning and execution - Work as a key contact person to work with Credit Risk Stress Test team...

Job Description:We are seeking a talented Capital Markets Analyst - Liquidity Risk to join our team at GTT, LLC. The ideal candidate will have a strong background in financial risk management, with experience in analyzing liquidity risk metrics and stress test results.The successful candidate will be responsible for ensuring compliance with regulatory...

**Job Summary** As part of the Group Risk Management (GRM) team, the Director, Retail Liquidity Risk will direct and manage risk oversight over non-models, and qualitative methodologies for the Retail platform. Collectively, these represent assumptions underpinning internal liquidity metrics (NCF, OC, and ILM) as well as any discretionary assumptions used...

Requisition ID: 195000 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. **This is a 12 month, temporary full-time opportunity.** Group Liquidity and Global Cash Management is responsible for reporting and managing liquidity and funding risk for the bank. This includes liquidity management and strategy,...

100 King Street West Toronto Ontario,M5X 1A1 Supports the research and development of stress testing and scenario analysis methodologies and related strategies in support of the management of risks arising from changes in the market and external environment for business/group portfolios and products. Applies knowledge of analytics algorithms and...