Senior Quantitative Treasury Analyst

4 weeks ago

Toronto, Ontario, Canada Alterna Savings Full time

Job Summary

The Senior Quantitative Treasury Analyst is responsible for the development, implementation, maintenance, and monitoring of procedures and practices for the interest rate risk measurement and management for Alterna Savings and Alterna Bank. This role provides financial decision-making support to Management and is responsible for the development, generation, and analysis of balance sheet risk reports for the Asset Liability Committee(s) (ALCO) using advanced computer simulation techniques.

Main Responsibilities

  • Prepares and analyzes balance sheet risk reports using simulation modeling.
  • Prepares and ensures the accuracy of data used for Alterna Savings and Alterna Bank's balance sheet risk management reporting systems from both internal and external sources.
  • Analyses and reports on Alterna Savings and Alterna Bank balance sheet risk at ALCO meetings.
  • Develops, models, presents, and implements balance sheet risk management strategies.
  • Evaluates and analyzes potential derivative transactions.
  • Ensures the successful settlement of all derivative transactions working with the custodian.
  • Prepares and analyzes margin data to determine monthly assessments of margin and earnings.
  • Supports managers in the understanding and use of balance sheet analyses in their decision-making, including the use of assumptions to permit the quantification of qualitative concepts.
  • Performs statistical analysis to derive, validate, and support behavior assumptions utilized in the financial models.
  • Prepares detailed interest rate risk and analysis reports.
  • Understands and uses historical balance sheet results in the financial evaluation of strategic interest margin initiatives and projects under development.
  • Ensures interest margin information is available to aid management in developing plans and making decisions, and assisting in the interpretation of such information.
  • Prepares compliance reporting which supports various Risk Management policies.
  • Assists in the development of various stress testing exercises.
  • Develops, analyzes, and forecasts the annual margin budget in conjunction with Senior Management.
  • Prepares and updates quarterly and annual budgeting and forecasting updates to NIM.
  • Assists in the continuous improvement of existing processes and procedures.
  • Prepares detailed MIN analysis and reporting.
  • Plays a role in the Annual Operating Plan process by assisting Management in developing and analyzing the budgeted interest margin and subsequent yearly variance analysis.
  • Prepares scenario information to be used for regulatory ICAAP process with regards to Capital.
  • Participates in special cross-functional and other ad hoc projects as required.
  • Follows all policies and procedures required to maintain a safe and healthy working environment.

Qualifications

Education / Certifications / Experience

  • Undergraduate education in economics, accounting, finance, mathematics, or computer science or other relevant disciplines.
  • Professional accounting or finance designation such as CFA and/or MBA required.
  • Minimum 5 years' experience in the financial industry, preferable banking, minimum 2 years' experience in Treasury interest risk management or Risk Management analytical role(s) with transferable experience into ALM.

Knowledge / Skills

  • Superior analytical and problem-solving skills.
  • Database analysis and usage.
  • Expert skills in Microsoft Office suite and system analytical tools.
  • Proficiency in the understanding of balance sheet modeling principles, accounting principles, and data management principles.
  • Knowledge of capital markets, money markets, foreign exchange markets, including expert knowledge of financial derivatives instruments in application in balance sheet management context. Experience with treasury, banking systems, and financial products & services technologies.
  • Sound knowledge of banking business and finance theory.
  • Knowledge of industry trends and practices.

Competencies

  • Ability to manage strict deadlines and multiple tasks.
  • Excellent written, verbal communication, and interpersonal skills.
  • Motivation to seek developmental opportunities.
  • Flexibility to embrace change in a fast-paced environment.
  • Professional standards of conduct and objectivity in performing duties.
  • Utmost dependability.
  • Project management skills.
  • Ability to lead cross-functional teams.

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