Senior Manager, Treasury Analytics

Support implementation of business initiatives, communicating Treasury Analytics methodologies and addressing analytic/data requirements.,Maintain the pricing, risk, and analytics library, ensuring integration and consistency across Treasury systems.,Participate in developing and executing test plans, quality assurance, and user-acceptance testing to validate analytics and methodologies.,Assist in ensuring all models and methods are properly vetted and approved for consistent risk measures and model risk management.,Support the design and implementation of analytics and methodologies for risk representation and funds transfer pricing of retail products.,Contribute to developing pricing and risk analytics to identify and manage hedge-able risks, and assist in prototyping pricing and hedging strategies for fixed income derivatives.,Apply knowledge of interest rate derivatives valuation and market risk concepts to retail banking products.,Apply customer behaviour modeling techniques (e.g., GLM, survival analysis) for Treasury Analytics parameter reviews and accurate analysis.,Participate in the development, improvement, and maintenance of the analytics library, supporting tools, models, and techniques for customer behaviour and interest rate risk modeling.,Assist in the implementation of mathematical models, processes, and algorithms, ensuring operational effectiveness, accuracy, and thorough documentation.,Support the modeling of retail risk representation in the cashflow modeling book (CFMB), collaborating with Lines of Business to understand behavioural changes and evolving the program for effective risk modeling and hedging.,Work with the Treasury CFO group to help interpret and explain cash-flow modeling P&L variability, enhance PnL decomposition processes, and support daily/monthly P&L activities.

Minimum 3 years of experience in Asset Liability Management (ALM), Analytics, Modeling, and Risk Management within a bank or financial institution.,Strong asset: 3+ years of experience in quantitative analytics in areas of valuation, hedging, and risk measurement.,Strong work experience in applied mathematical, quantitative analytics, statistical, or stochastic modeling.,Strong system and quantitative programming skills using C++/Python/R/SQL or high-level languages (asset).,Strong theoretical understanding of financial economics, financial mathematics, statistics, risk management, and option modeling techniques.,Ability to express modeling insights with an aptitude for explaining PnL and risk drivers.,Beneficial: Experience in advanced GLM (including Cox regression), panel time series, and model selection.,Asset: Experience working with banking retail products (e.g., commitments, mortgages, GICs) and/or exposure to valuation and risk metrics of various interest rate derivatives.,Master's or Doctoral degree in mathematics, computer science, quantitative finance, engineering, statistics, or a related technical subject.

Master's Degree or Doctoral Degree

Must be legally eligible to work at the specified location(s).,May be asked to complete an attribute-based assessment and other skills tests (e.g., simulation, coding, French proficiency).