Business Analyst

4 days ago


Toronto, Canada Astra North Infoteck Inc. Full time
Business Analyst - Treasury and Liquidity Risk Management
Toronto, ON

Key Skills:
• Understands the Treasury and Liquidity Risk Management from Global Markets (Capital Markets point of view).
• Must understand the Trading products such as Repos, Reverse Repos, Sec Lending, Options, Swaps etc.  and how does their data reflect in Treasury Risk Metrics.
• Liquidity Risk Management
• Cash flow modeling and liquidity gap reports
• Deposit Modeling: Core-Volatile Approach, Interest-Rate sensitive, Lifecycle, or Replicating Portfolio)
• Line of Credit (draw downs and pay offs)
• Funds Transfer Pricing Methodologies
• Strip or Match funding
• Risk-adjusted (hypothetical hedge instrument)
• Tractors and index rates
• Replicating portfolio approach
• Accounting or rules based



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