Director of Liquidity Analytics and Transfer Pricing

3 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 crucial role in enterprise liquidity analysis and the development of comprehensive pricing strategies for trading and money market products. Our research informs risk management practices that enable the Bank to navigate liquidity and funding risk effectively, ensuring stability during both typical and challenging market scenarios.

We seek an individual who is analytically inclined, eager to learn, and possesses innovative thinking capabilities. This role offers a unique opportunity to deepen your understanding of RBC's funding, liquidity risk, and FTP frameworks as they relate to Global Markets within RBC Capital Markets.

Key Responsibilities

  • Enhance and refine FTP methodologies for both existing and new Capital Markets products and liquidity portfolios.
  • Advise stakeholders, including Finance and Business partners, on FTP methodologies to ensure clarity and promote margin stability.
  • Develop a thorough understanding of enterprise cash flows across various business segments and liquidity regions.
  • Analyze and validate liquidity premiums for benchmarking products.
  • Conduct detailed analyses to identify funding and liquidity optimization opportunities, ensuring efficient fund utilization across RBC.
  • Collaborate with cross-functional teams to assess underlying liquidity risks and funding mechanisms according to the established FTP methodology.
  • Lead special projects as necessary.
  • Create data models and frameworks to facilitate informed decision-making and enhance business processes.

Qualifications

Essential:

  • Minimum of 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, Engineering, or Mathematics.
  • Strong grasp of liquidity risk principles, methodologies, and regulatory frameworks (e.g., LCR, NSFR).
  • Demonstrated research and analytical skills.
  • Proficiency with database technologies, data manipulation, modeling, and analytical tools.
  • Experience in data science, with proficiency in programming and modeling using Python, ML, AI, SQL, and VBA.
  • Exceptional written and verbal communication skills, capable of simplifying complex concepts for senior management.
  • Strong critical thinking, strategic planning, and problem-solving abilities.
  • Excellent teamwork and interpersonal skills, with the ability to build relationships across various teams and challenge stakeholders when necessary.
  • Proficient in handling large datasets and advanced Excel functionalities.
  • Strong skills in data visualization and financial analysis.
  • Self-motivated with the ability to tailor analyses to relevant audiences.

Desirable:

  • Familiarity with Quantitative Risk Management (QRM).
  • Intermediate to advanced experience with business intelligence and/or statistical software (e.g., Tableau, Power BI).
  • Relevant professional designations (e.g., CFA, FRM, CPA).

Skills Required

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 Solutions, Risk Management Strategies, Risk Management Tools, Risk Policies, Scientific Research.

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