Treasury Developer – Portfolio Management

Treasury Developer – Portfolio Management

Requirements

• Proficient in Python
• Experience in VBA, PowerBI, and/or Git
• Typically 5-7 years of relevant experience or an equivalent combination of education and experience
• Post secondary Accounting, Finance, Mathematics or related degree
• Finance / business experience with risk management and working knowledge of derivatives preferred
• Experience in financial modelling including statistics, risk, or other quantitative metrics
• Deep knowledge and technical proficiency gained through extensive education and business experience
• Verbal & written communication skills – In-depth
• Collaboration & team skills – In-depth
• Analytical and problem solving skills – In-depth
• Influence skills – In-depth
• Data driven decision making – In-depth

Responsibilities

• Supports the short- and long-term management of the Bank’s structural balance sheet and supplemental liquidity portfolio
• Executes a management framework that optimizes structural market risk exposures due to interest rate and foreign exchange changes over both the short- and long-term
• Develops cost-effective hedging strategies that optimize risk-return
• Maintains knowledge of regulatory requirements and developments, monitors risk, and identifies and corrects possible gaps and weaknesses
• Identifies and recommends actions based on market trends and regulatory developments
• Acts as a trusted advisor to assigned business/group
• Collaborates with stakeholders to advise on management of interest rate, funding, and foreign exchange implications relating to funding and/or new product initiatives
• Influences and negotiates to achieve business objectives
• Recommends strategies for structural market risk positioning, hedging, and supplemental portfolio management based on analysis of issues and implications for the business
• Assists in the development of strategic plans
• Identifies emerging issues and trends in the market environment and market risk; recommends changes to strategies, programs, and plans to mitigate emerging risks
• Builds effective relationships with internal/external stakeholders
• Ensures alignment between stakeholders
• Breaks down strategic problems, and analyses data and information to provide balance sheet management related insights and recommendations
• Monitors and tracks balance sheet performance / structural drivers’ performance, and addresses any issues
• Builds change management plans of varying scope and type; leads or participates in a variety of change management activities including readiness assessments, planning, stakeholder management, execution, evaluation, and sustainment of initiatives
• Leads in the design, implementation and management of core business/group processes
• Develops solutions and makes recommendations based on an understanding of the business strategy and stakeholder needs
• Provides advice and guidance to assigned business/group on implementation of solutions
• Coordinates and executes specific activities for the implementation of strategic initiatives; includes tracking metrics and milestones
• Collaborates with internal and external stakeholders to deliver on business objectives
• Supports development of corporate standards, operating principles, and guidelines in conjunction with market risk, business, and finance stakeholders
• Analyzes data and information to provide insights and recommendations
• Monitors market and regulatory developments to assess impacts to strategies, programs, and plans
• Gathers and formats data into regular and ad-hoc reports, and dashboards
• Supports change management of varying scope and type; tasks typically focused on execution and sustainment activities
• Supports the design and implementation of specialized risk management technologies to improve processes, enhance analysis, and/or streamline reporting (e.g. daily risk capture, mismatch and basis risk analytics, and management)
• Participates in the design, implementation, and management of core business/group processes
• Provides specialized consulting, analytical and technical support
• Exercises judgment to identify, diagnose, and solve problems within given rules
• Works independently and regularly handles non-routine situations
• Broader work or accountabilities may be assigned as needed

Preferred Qualifications

• Exposure to one or more of the following: risk management, financial market instruments, trading and derivative operations, risk systems, hedge accounting, risk management related to asset liability / treasury