Manager, Treasury

At American Express, our culture is built on a 175-year history of innovation, shared values and Leadership Behaviors, and an unwavering commitment to back our customers, communities, and colleagues. As part of Team Amex, you'll experience this powerful backing with comprehensive support for your holistic well-being and many opportunities to learn new skills, develop as a leader, and grow your career.

Here, your voice and ideas matter, your work makes an impact, and together, you will help us define the future of American Express.

**How will you make an impact in this role?**

**Manager, Treasury - Funding, Liquidity & ALM**

This Manager, Treasury role will be responsible for the management of balance sheet risks at Amex Bank of Canada (Bank), including Funding and Liquidity Risk Management and Asset-Liability Management activities at the Bank. This will include the ongoing development, maintenance and execution of the Bank’s ALM and funding and liquidity risk management framework under the Basel and OSFI regulations and requirements.

This role resides within the Global Treasury Legal Entity Management (LEM) group within the Global Treasury organization. The LEM team is part of the Global American Express Treasury Balance Sheet Strategy organization which has enterprise-wide accountabilities for satisfying complex and evolving regulatory requirements and expectations. The LEM team is responsible for coordinating and supporting the delivery of treasury services for AXP legal entities ensuring that corporate-wide treasury principles, strategies and policies are consistently applied across all legal entities while reflecting the local environment governance requirements, regulations and business models and include capital management, funding & liquidity risk management and asset-liability management. In addition, the group is responsible for establishing separate capital adequacy, stress testing, and financial risk management programs to meet regulatory expectations and ensure business initiatives appropriately address legal entity requirements.

This position reports to the Director, Canada Treasury, and will be **responsible**to:

- Perform monthly forecasting and quarterly analyses and reporting on Liquidity Coverage Ratio (LCR), Net Cumulative Cash Flow (NCCF), Internal Liquidity Stress Testing (ILST) and other liquidity metrics and present at the ALCO Committee.
- Manage, monitor and set the Bank’s liquidity buffer on a quarterly basis to ensure the Bank holds the appropriate amount and composition of high-quality liquid assets to satisfy both internal and external liquidity requirements on an on-going basis.
- Manage and maintain the Bank’s Contingency Funding Plan (CFP), Early Warning Indicator framework, coordination of CFP live testing, monitoring of contingent funding sources, and provide for timely escalation of early warning triggers and liquidity stress events.
- Support the Bank’s Sale-of-Receivables (SOR) funding program and ensure the proper execution of sale transactions, governance and reporting.
- Perform monthly and quarterly analyses and reporting on interest rate gap, net interest income (NII) sensitivity, Earnings-at-Risk (EAR), Economic Value Exposure (EVE) and other ALM metrics and related stress testing.
- Enable business initiatives by ensuring the Bank’s funding, liquidity and ALM data and reporting needs are met and assist in the identification balance sheet risk in current and new products and services; represent Treasury on business projects in a consultative/advisory role.
- Interpret regulatory guidance and manage the ongoing evolution and maintenance of the Bank’s funding, liquidity and ALM risk management frameworks and processes to ensure continued compliance with relevant rules and regulations.
- Recommend and implement strategies to efficiently manage the Bank’s liquidity and IRRBB.
- Perform periodic analyses and reviews of assumptions, methodologies, limit setting, and processes for ALM and liquidity risk metrics; perform related annual policy reviews.
- Develop and maintain comprehensive documentation for ALM, funding and liquidity risk management including frameworks and detailed procedures.
- Respond to changes in the external regulatory environment, lead highly controlled execution of regulatory processes and fully responsive exam support.
- Operate with a strong risk mindset to ensure that the bank operates in a safe, sound and fully compliant matter within applicable regulatory and risk expectations.
- Provide value added support to OSFI, CDIC annual reviews, internal / external corporate audits, other regulatory requirements; compliance processes including BCP, BIA, RCSA, Risk and Control requirements.
- Work closely with Global Treasury teams to support local requirements.
- Cross train on certain other Treasury monthly responsibilities for coverage purposes and provide value added analysis on ad-hoc projects as required.

**Minimum Qualifications**
- Univers