Associate Director, Liquidity Analytics and Wholesale Funds Transfer Pricing – Global Markets

5 days ago

Toronto, Ontario, Canada Royal Bank of Canada Full time
Job Summary

The Liquidity Analytics and Funds Transfer Pricing (FTP) team within RBC Corporate Treasury is at the forefront of enterprise liquidity research and the parameterization of a comprehensive range of trading and money market products. Our research drives prescriptive risk treatments that empower the Bank to effectively manage liquidity and funding risk exposures, ensuring resilience through both normal and stressed market conditions. The team also leverages these insights to assign appropriate funding charges and rebates to RBC businesses, while advising and educating front office business partners on the impact of prescribed liquidity, funding, and FTP treatments on their operations.

Job Description

We are seeking an analytically curious, continuous learner who is an out-of-the-box thinker and a self-starter. This is a fantastic opportunity to gain a deep understanding of RBC's funding, liquidity risk, and FTP framework as it pertains to Global Markets businesses within RBC Capital Markets. As part of a small and dynamic team, you will provide guidance to business partners on the transfer pricing framework, maintain and develop CM FTP methodologies, and frequently interact with Treasury partners, CM Businesses, funding desks, and Finance. You will lead your team to enhance the quality and efficiency of analyses, dashboards, and processes through automation and the use of new data, tools, and analytical techniques.

Key Responsibilities
  • Develop and enhance FTP methodologies for existing and new CM products and RBC's liquidity portfolios.
  • Provide guidance and interpret FTP methodologies to stakeholders including Finance and Business partners to ensure transparency and promote margin stability.
  • Develop a comprehensive understanding of enterprise cash flows among business segments, legal entities, and liquidity regions.
  • Review and vet liquidity premiums for benchmarking products.
  • Provide in-depth analyses and support for funding and liquidity optimization opportunities, ensuring effective and efficient utilization of funds across RBC.
  • Collaborate with cross-functional teams to capture underlying liquidity risks and funding of products per the associated FTP methodology.
  • Lead ad-hoc projects as required.
  • Develop data models and infrastructure to support decision-making and business process optimization.
Requirements
  • 5+ years of experience in the banking industry, including Treasury, Risk, Finance, Capital Markets, Retail, and Wealth Management.
  • Advanced degree in an analytical discipline such as Economics, Finance, Statistics, Data Science, Artificial Intelligence, Engineering, or Mathematics.
  • Solid understanding of liquidity risk principles, methodologies, and regulations (e.g., LCR, NSFR).
  • Proven research and analytical capabilities.
  • Experience with databases technologies, data extraction, manipulation, modeling, and analytics tools.
  • Experience with data science and fluency in programming and modeling leveraging Python, ML, AI, SQL, VBA.
  • Excellent written and verbal communication skills, with the ability to distill complex concepts into simple terms for senior leadership.
  • Strong critical thinking, strategic development, and problem-solving skills.
  • Exemplary teamwork, coordination, and people skills, with ability to build and foster relationships across various teams and challenge stakeholders when needed.
  • Proficiency with large datasets and advanced Excel skills.
  • Strong data visualization and financial analysis skills.
  • Self-starter with the ability to tailor analysis to relevant audiences.
Preferred Qualifications
  • 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 designations (e.g., CFA, FRM, CPA).

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