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Senior Manager, Liquity & Funding Management
In this role, you will be accountable for the quantitative measurement
of the Bank's liquidity & funding risks
About Our Client
A Leading Global Canadian Bank with a Growing Presence in NA.
- Development and recommendation of enterprise wide liquidity and funding risk strategies to senior management;
- Accountable for ensuring relevant parties are appropriately informed and provided with relevant and timely information to ensure compliance with regulatory and internal requirements;
- Participate in the design and implementation of business processes to provide timely and accurate data and information for liquidity and funding risk assessment;
- Act as a subject matter expert on quantitative modeling of liquidity and funding matters, providing market expertise and advice to Liquidity and Funding Management, LOBs and other internal partners;
- Keep abreast of regulatory developments and interpret the impact on Liquidity and Funding risk management measurement practices
- Develop and maintain models to ensure they appropriately capture the on-going impacts of liquidity and funding risks
The Successful Applicant
- Degree in a quantitative field (Math, Stats or Engineering)/BA (Economics, Commerce), FRM or CFA with a PhD/Master's degree in quantitative Finance/Mathematics/Science/Engineering or equivalent work experience in quantitative finance is a plus but not required.
- 8-10 years of experience in Corporate Treasury, Capital Markets, Market Risk or Investment Banking
- Strong quantitative skills with the ability to analyze, evaluate and form independent judgments
- Strong computing development skills, particularly statistical and database modeling tools (SAS, SQL, QRM, MATLAB, Access/VBA, etc.), ability to adapt to various programming languages and environments.
- Ability to interact with and build relationships with people from different departments and levels of seniority; comfort dealing with senior executives
What's on Offer
A Competitive Package