Director of Liquidity Analytics and Transfer Pricing

4 weeks ago

Toronto, Ontario, Canada Royal Bank of Canada> Full time

Position Overview

The Liquidity Analytics and Funds Transfer Pricing (FTP) team within RBC Corporate Treasury plays a pivotal role in enterprise liquidity research and the parameterization of a diverse array of trading and money market instruments. Our analytical work informs risk management strategies that enable the Bank to adeptly navigate liquidity and funding risk exposures, ensuring stability in both standard and challenging market environments.

We seek an individual who is intellectually curious, a proactive learner, and possesses innovative thinking skills. This role presents an exceptional opportunity to gain comprehensive insights into RBC's funding, liquidity risk, and FTP framework as it relates to Global Markets within RBC Capital Markets.

Key Responsibilities

  • Enhance and refine FTP methodologies for both existing and new Capital Markets products and RBC's liquidity portfolios.
  • Provide expert guidance and interpretation of FTP methodologies to stakeholders, including Finance and Business partners, to ensure clarity and promote margin stability.
  • Develop a thorough understanding of enterprise cash flows across business segments, legal entities, and liquidity regions.
  • Evaluate and validate liquidity premiums for benchmarking products.
  • Conduct detailed analyses and provide support for funding and liquidity optimization initiatives, ensuring effective utilization of funds across RBC.
  • Collaborate with cross-functional teams to identify underlying liquidity risks and funding mechanisms of products in accordance with the relevant FTP methodology.
  • Lead special projects as necessary.
  • Create data models and infrastructure to enhance decision-making and optimize business processes.

Qualifications

Essential:

  • 5+ years of experience in the banking sector, encompassing Treasury, Risk, Finance, Capital Markets, Retail, and Wealth Management.
  • Advanced degree in a quantitative field such as Economics, Finance, Statistics, Data Science, Artificial Intelligence, Engineering, or Mathematics.
  • Strong grasp of liquidity risk principles, methodologies, and regulations (e.g., LCR, NSFR).
  • Demonstrated research and analytical skills.
  • Proficiency with database technologies, data extraction, manipulation, modeling, and analytical tools.
  • Experience in data science and proficiency in programming and modeling using Python, ML, AI, SQL, VBA.
  • Exceptional written and verbal communication skills, with the ability to simplify complex concepts for senior leadership.
  • Strong critical thinking, strategic development, and problem-solving abilities.
  • Outstanding teamwork, coordination, and interpersonal skills, with the capacity to build and maintain relationships across various teams and challenge stakeholders when necessary.
  • Expertise in handling large datasets and advanced Excel capabilities.
  • Strong skills in data visualization and financial analysis.
  • Self-motivated with the ability to tailor analyses to relevant audiences.

Desirable:

  • Knowledge and experience in Quantitative Risk Management (QRM).
  • Intermediate to advanced experience with business intelligence and/or statistical software (e.g., Tableau, Power BI).
  • Professional certifications (e.g., CFA, FRM, CPA).

Core Competencies

Accounting Liquidity, Bank Risk Management, Corporate Treasury, Data Analytics, Data Management, Data Research, Data Science, Financial Liquidity, Funding, Liquidity Management, Liquidity Risk, Market Liquidity, Model Risk, Qualitative Research, Risk Control, Risk Management Assessment, Risk Management Plans, Risk Management Solutions, Risk Management Strategies, Risk Management Tools, Risk Policies, Scientific Research.

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