Treasury Analytics Expert for Caribbean Banking
2 days ago
Job Summary
We are seeking a highly skilled Treasury Analytics Expert to join our team in supporting the development and implementation of stress testing tools for Royal Bank of Canada's Caribbean operations. As a key member of our team, you will be responsible for developing analytical tools with insights into how our balance sheet and key financial ratios perform under stress.
You will play a crucial role in enabling Treasury to meet its strategic goals by identifying, delivering, and evolving the data ecosystem and its capabilities while ensuring the integrity and completeness of data in support of managing key risks, streamlining processes, and adhering to regulatory requirements.
In this exciting role, there are unique opportunities to gain a birds-eye view into the inner workings of a large financial institution; learn finance, risk, and treasury concepts; employ data science skills; and learn how novel risks such as geopolitical tensions and climate change impact the Bank.
Main Responsibilities:
- Collaborate with team leadership in achieving a transformation of Caribbean Banking stress testing capabilities and frameworks
- Lead and support the development and advancement of foundational analytical capabilities to enable data-driven insights to be delivered by Treasury
- Maintain deep understanding of ICAAP regulatory expectations across the Caribbean with specific focus in Trinidad and Tobago, The Bahamas, Cayman Islands, Barbados and the Dutch Caribbean
- Design, construct and implement tools, processes, and methodologies required for stress testing production and analysis of RBCC's exposures
- Develop the macroeconomic variable expansion tools required for stress testing. This includes historical data analysis, model development and validation
- Analyze data using empirical and statistical techniques to fine tune financial and risk projections
- Participate in development and analysis of stress scenarios, assumptions, and methodologies to ensure they are appropriate for use at the country and/or legal entity levels
- Produce stress testing results covering the impacts on capital, liquidity and management action under various stress scenarios
- Cross-functional participation and support in Group Risk Management (GRM) and Enterprise CT stress testing projects
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