Current jobs related to Lead Quantitative Treasury Analyst - Toronto, Ontario - Alterna Savings

  • Quantitative Analyst

    2 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    About the RoleThe Treasury Modelling team in TD Bank's Treasury and Balance Sheet Management department is seeking a skilled Quantitative Analyst to join their team. As a Quantitative Analyst, you will be responsible for providing financial and analytical expertise to build quantitative models for DFAST, EWST, MST, and other regulatory and financial...

  • Senior Quantitative Treasury Analyst

    2 weeks ago

    Toronto, Ontario, Canada Alterna Savings Full time

    Job Title: Senior Quantitative Treasury AnalystAlterna Savings is seeking a highly skilled Senior Quantitative Treasury Analyst to join our team. As a key member of our Treasury department, you will be responsible for developing, implementing, and monitoring procedures and practices for interest rate risk measurement and management.Key...

  • Senior Quantitative Treasury Analyst

    2 weeks ago

    Toronto, Ontario, Canada Alterna Savings Full time

    Key Responsibilities:The Senior Quantitative Treasury Analyst will be responsible for developing, implementing, and maintaining procedures and practices for interest rate risk measurement and management for Alterna Savings and Alterna Bank. This role will also provide financial decision-making support to the organization.Key Skills: Strong analytical and...

  • Quantitative Analyst

    2 weeks ago

    Old Toronto, Ontario, Canada TD Bank Full time

    Job SummaryThe Treasury and Balance Sheet Management department at TD Bank is seeking a highly skilled Quantitative Analyst to join their team. As a key member of the Treasury Modelling team, you will be responsible for providing quantitative analysis and building advanced quantitative models to support the department's goals.Key ResponsibilitiesDevelop and...

  • Quantitative Analyst

    4 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    About the Role:The Treasury Modelling team in TD Bank's Treasury and Balance Sheet Management department is seeking a highly skilled Quantitative Analyst to join their team. As a key member of the team, you will be responsible for providing financial and analytical expertise to build quantitative models for regulatory and financial programs.Key...

  • Quantitative Analyst

    4 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    About the Role:The Treasury Modelling team in TD Bank's Treasury and Balance Sheet Management department is seeking a highly skilled Quantitative Analyst to join their team. As a key member of the team, you will be responsible for providing financial and analytical expertise to build quantitative models for regulatory and financial programs.Key...

  • Quantitative Analyst

    1 month ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    About the Role:The Treasury Modelling team in TD Bank's Treasury and Balance Sheet Management department is seeking a highly skilled Quantitative Analyst to join their team. As a key member of the team, you will be responsible for providing financial and analytical expertise to build quantitative models for regulatory and financial programs.Key...

  • Quantitative Risk Analyst

    2 months ago

    Toronto, Ontario, Canada CB Canada Full time

    Risk Analyst Job DescriptionCB Canada is seeking a highly skilled Risk Analyst to join our team in Toronto, ON. As a Risk Analyst, you will play a critical role in supporting our client in the Banking Sector by providing quantitative model support for business as usual and strategic Treasury Balance Sheet Management projects.Key Responsibilities:Provide...

  • Quantitative Risk Analyst

    2 months ago

    Toronto, Ontario, Canada CB Canada Full time

    Risk Analyst Job DescriptionCB Canada is seeking a highly skilled Risk Analyst to join our team in Toronto, ON. As a Risk Analyst, you will play a critical role in supporting our client in the Banking Sector by providing quantitative model support for business as usual and strategic Treasury Balance Sheet Management projects.Key Responsibilities:Provide...

  • Quantitative Risk Analyst

    2 weeks ago

    Toronto, Ontario, Canada CB Canada Full time

    Risk Analyst Job DescriptionCB Canada is seeking a highly skilled Risk Analyst to join our team in Toronto, ON. As a Risk Analyst, you will be responsible for providing quantitative model support to our Treasury Balance Sheet Management projects and initiatives.Key Responsibilities:Develop and maintain quantitative models for measuring and hedging interest...

  • Quantitative Analyst

    1 month ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    About the RoleThe Treasury Modelling team in TD Bank's Treasury and Balance Sheet Management department is seeking a highly skilled Quantitative Analyst to join their team. As a key member of the team, you will be responsible for providing financial and analytical expertise to build quantitative models and conduct complex quantitative analysis.Key...

  • Quantitative Analyst

    4 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    Job DescriptionThe Treasury Modelling and Stress Testing team in Corporate Transformation & Operations (CTO) is responsible for ensuring appropriate quantitative methodologies and estimation approaches are in place to support Treasury and Balance Sheet Management. The team is seeking a highly skilled Quantitative Analyst to support the valuation and hedging...

  • Quantitative Analyst

    4 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    Job DescriptionThe Treasury Modelling and Stress Testing team in Corporate Transformation & Operations (CTO) is responsible for ensuring appropriate quantitative methodologies and estimation approaches are in place to support Treasury and Balance Sheet Management. The team is seeking a highly skilled Quantitative Analyst to support the valuation and hedging...

  • Quantitative Analyst I

    4 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    Job SummaryWe are seeking a highly skilled Quantitative Analyst I to join our team in the Treasury and Balance Sheet Management group. As a key member of our team, you will be responsible for validating Treasury models, including large-scale integration models used for Treasury and Balance Sheet Management.Key ResponsibilitiesValidate Treasury models,...

  • Quantitative Analyst I

    4 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    Job SummaryWe are seeking a highly skilled Quantitative Analyst I to join our team in the Treasury and Balance Sheet Management group. As a key member of our team, you will be responsible for validating Treasury models, including large-scale integration models used for Treasury and Balance Sheet Management.Key ResponsibilitiesValidate Treasury models,...

  • Quantitative Risk Analyst

    1 month ago

    Toronto, Ontario, Canada CB Canada Full time

    Risk Analyst Job DescriptionWe are seeking a highly skilled Risk Analyst to join our team at CB Canada. The successful candidate will be responsible for providing quantitative model support to our Treasury Balance Sheet Management projects and initiatives.Key Responsibilities:Develop and maintain quantitative models for measuring and hedging interest rate...

  • Quantitative Risk Analyst

    1 month ago

    Toronto, Ontario, Canada CB Canada Full time

    Risk Analyst Job DescriptionWe are seeking a highly skilled Risk Analyst to join our team at CB Canada. The successful candidate will be responsible for providing quantitative model support to our Treasury Balance Sheet Management projects and initiatives.Key Responsibilities:Develop and maintain quantitative models for measuring and hedging interest rate...

  • Quantitative Analyst

    4 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    Job DescriptionThe Treasury Modelling and Stress Testing team in Corporate Transformation & Operations (CTO) is responsible for ensuring appropriate quantitative methodologies and estimation approaches are in place to support Treasury and Balance Sheet Management. The team is seeking a skilled Quantitative Analyst to support the valuation and hedging of...

  • Quantitative Analyst

    4 weeks ago

    Toronto, Ontario, Canada The Toronto-Dominion Bank (Canada) Full time

    Job DescriptionThe Treasury Modelling and Stress Testing team in Corporate Transformation & Operations (CTO) is responsible for ensuring appropriate quantitative methodologies and estimation approaches are in place to support Treasury and Balance Sheet Management. The team is seeking a skilled Quantitative Analyst to support the valuation and hedging of...

  • Quantitative Analyst

    1 month ago

    Old Toronto, Ontario, Canada TD Full time

    Job Title: Quantitative AnalystWe are seeking a highly skilled Quantitative Analyst to join our team at TD. As a key member of our Model Validation group, you will be responsible for ensuring the accuracy and reliability of our analytical models used for risk, pricing, hedging, and capital evaluation.Key Responsibilities:Validate Customer Behavior forecast...

Lead Quantitative Treasury Analyst

3 months ago

Toronto, Ontario, Canada Alterna Savings Full time

Position Overview

The Senior Treasury Risk Analyst plays a pivotal role in the formulation, execution, and oversight of methodologies and protocols for assessing and managing interest rate risk at Alterna Savings and Alterna Bank. This position is integral in providing analytical support for financial decision-making to the management team. The analyst will also be tasked with generating and evaluating reports related to balance sheet risk for the Asset Liability Committee(s) (ALCO), employing sophisticated simulation techniques, and devising strategies for balance sheet risk management, as well as forecasting interest margins and evaluating the impacts of product and interest rate fluctuations.

Key Responsibilities

  • Generate and assess balance sheet risk reports utilizing simulation modeling techniques.
  • Ensure the integrity of data utilized in the balance sheet risk management reporting systems for both Alterna Savings and Alterna Bank, sourcing from internal and external channels.
  • Conduct analyses and present findings on balance sheet risk at ALCO meetings.
  • Develop, model, and implement strategies for managing balance sheet risk.
  • Assess and analyze potential derivative transactions.
  • Collaborate with custodians to ensure the successful execution of all derivative transactions.
  • Analyze margin data to determine monthly evaluations of margin and profitability.
  • Assist management in understanding and applying balance sheet analyses in their strategic decision-making processes, including quantifying qualitative assumptions.
  • Conduct statistical analyses to validate and support behavioral assumptions in financial models.
  • Prepare comprehensive reports on interest rate risk and analysis.
  • Utilize historical balance sheet data to evaluate strategic initiatives related to interest margins.
  • Ensure availability of interest margin information to support management in strategic planning and decision-making.
  • Prepare compliance reports that align with various Risk Management policies.
  • Contribute to the development of stress testing exercises.
  • Collaborate with Senior Management to develop, analyze, and forecast the annual margin budget.
  • Update quarterly and annual budgeting and forecasting for Net Interest Margin (NIM).
  • Support ongoing improvements to existing processes and procedures.
  • Conduct detailed analysis and reporting on Margin Improvement Initiatives (MIN).
  • Participate in the Annual Operating Plan process, assisting management in budgeted interest margin development and variance analysis.
  • Prepare scenario information for regulatory ICAAP processes related to capital.
  • Engage in special projects and cross-functional initiatives as needed.
  • Adhere to all policies and procedures to maintain a safe and healthy work environment.

Qualifications

Education / Certifications / Experience

  • Bachelor’s degree in economics, finance, accounting, mathematics, computer science, or related fields.
  • Professional designation in finance or accounting, such as CFA or MBA, is required.
  • At least 5 years of experience in the financial sector, preferably within banking, with a minimum of 2 years in Treasury interest risk management or a related analytical role.

Knowledge / Skills

  • Exceptional analytical and problem-solving capabilities.
  • Proficient in database analysis and management.
  • Advanced skills in Microsoft Office Suite and analytical software tools.
  • Strong understanding of balance sheet modeling, accounting principles, and data management.
  • Knowledge of capital markets, money markets, foreign exchange markets, and financial derivatives in the context of balance sheet management.
  • Solid understanding of banking operations and financial theory.
  • Awareness of industry trends and best practices.

Competencies

  • Ability to manage multiple tasks and meet strict deadlines.
  • Excellent written and verbal communication skills.
  • Eagerness to pursue professional development opportunities.
  • Adaptability to thrive in a dynamic environment.
  • Commitment to professional conduct and objectivity in all duties.
  • High level of reliability and dependability.
  • Project management capabilities.
  • Ability to lead and collaborate with cross-functional teams.