Risk Analyst III

CANDIDATE PROFILE DETAILS: Degree/Certifications Required: preferred Masters degree Years of experience: 5 years experience Reason for request/why opened: new project % Interaction with Stakeholders: high amount of interaction Project Scope: Treasury project. Vendor product (Quality Risk mgmt)- integration into the new platform. Team Size: 20 people Personality Style/Team Culture: collaborative cohesive team Selling Points of Position: long term role working on an important project Best Vs Average Candidate: Model development Model validation Finance background Mark risk/interest risk/risk modelling If they have worked with Quality Risk mgmt – that would be great Treasury How will performance be measured: deliverables SUMMARY OF DAY TO DAY RESPONSIBILITIES: Prepare model documentation Perform model testing and submissions. Working with project team with integration MUST HAVE: 1.) Model development/ validation 2.) Market risk/ interest risk 3) Financial market knowledge 4.) technical writing skills 5.) experience in coding languages NICE TO HAVE 1.) Treasury 2.) QRM experience (Quantitative Risk Mgmt product). Summary The Treasury and Balance Sheet Management (TBSM) department of Bank manages non-trading market risk, liquidity risk, capital, investment portfolios, wholesale funding programs, pension plans, and fund transfer pricing to the businesses. The Treasury Modelling Team (TMT) is responsible for ensuring appropriate models and quantitative methodologies are in place to support TBSM's broad accountabilities as well as to advance the proper usage of quantitative models and data-driven analytics to support the allocation of scarce financial resources (capital, liquidity and funding) and improve decision making. Within the Treasury Modelling Team, the Valuation Model Development group supports the valuation/pricing model methodology and development for various asset and liability positions on balance sheet, as well off-balance sheet products such as interest rate hedging instruments and related derivatives.