Senior Quantitative Treasury Analyst

2 months ago

Toronto, Canada Alterna Savings Full time

Scope of Position

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, and provides financial decision making support to Management. The Senior Quantitative Treasury Analyst is also responsible for the development, generation and analysis of balance sheet risk reports for the Asset Liability Committee(s) (ALCO) using advanced computer simulation techniques, developing and analyzing balance sheet risk management strategies, forecasting and managing interest margin, and monitoring the effects of product and interest rate changes. The Senior Quantitative Treasury Analyst will be responsible for developing various risk management strategies and recommendations to management for action.

Major 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; Evaluate and analyze potential derivative transactions; Ensure 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. Prepare 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; Assist in the development of various stress testing exercises; Develops, analyzes, and forecasts the annual margin budget in conjunction with Senior Management; Prepare and update quarterly and annual budgeting and forecasting updates to NIM; Assist in the continuous improvement of existing processes and procedures; Prepare 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

Educations / 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 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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