Senior Manager, Treasury Analytics job opportunity at CIBC.



DatePosted 13 Days Ago bot
CIBC Senior Manager, Treasury Analytics
Experience: 3-years
Pattern: full-time
apply Apply Now
Salary:
Status:

Treasury Analytics

Copy Link Report
degreeOND
loacation Toronto, ON, Canada
loacation Toronto, ON....Canada

We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients. At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to make a meaningful impact and are truly valued for who they are and what they contribute. To learn more about CIBC, please visit CIBC.com What You’ll Be Doing The Senior Manager, Treasury Analytics plays an important role in supporting the bank’s management of consumer behavioural risk. This position offers the opportunity to contribute to the Treasury Analytics function and participate in the execution of key mandates. As Senior Manager, you will help generate strategic insights, analyze risk drivers within retail products, and ensure that retail risk modeling is accurately reflected in business and technology processes. Success in this position depends on advanced critical thinking skills and the ability to analyze complex issues with hands-on involvement in analytics development and execution. You will be responsible for communicating analytical findings to management and business partners, ensuring your work supports informed decision-making and organizational improvement. At CIBC we enable the work environment most optimal for you to thrive in your role. You’ll have the flexibility to manage your work activities within a hybrid work arrangement where you’ll spend 1-3 days per week on-site, while other days will be remote. How You’ll Succeed Systems and Support (Infrastructure) –  Support the implementation of business initiatives, working with teams across CIBC to communicate Treasury Analytics methodologies and address analytic/data requirements. Help 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, supporting consistency of risk measures and model risk management. Financial/Interest Rate Derivative Analytics –  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 that help identify and manage hedge-able risks.  Assist in prototyping pricing and hedging strategies for fixed income derivatives.  Apply your knowledge of interest rate derivatives (e.g., swaps and swaptions) valuation and market risk concepts to retail banking products. Consumer Behavioural and Quantitative Analysis - Apply customer behaviour modeling techniques (e.g., GLM, survival analysis) to support Treasury Analytics parameter reviews and deliver accurate analysis.  Participate in the development, improvement, and maintenance of the analytics library, supporting the team with tools, models, and techniques for modeling customer behaviour and interest rate risk.  Assist in the implementation of mathematical models, processes, and algorithms, ensuring operational effectiveness, accuracy, and thorough documentation. Data analytics capabilities to query and derive insights from data, using tools such as Python, R, SQL etc. Management and Enhancement of Cash-Flow Modeling Books – Support the modeling of retail risk representation in the cashflow modeling book (CFMB).  Collaborate with Lines of Business to understand behavioural changes and assist in 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.  Assist in enhancing PnL decomposition processes and support daily and monthly cash-flow modeling P&L activities. Who You Are   You can demonstrate 3+ years experience in Asset Liability Management (ALM), Analytics, Modeling, and Risk Management with a bank and/or other financial institution. In addition, you have 3+ years experience in quantitative analytics in areas of valuation, hedging and risk measurement is a strong asset. You will also have 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 will be an asset. You have strong theoretical understanding of financial economics, financial mathematics, statistics, risk management and option modeling techniques, along with the ability to express modeling insights with an aptitude for explaining PnL and risk drivers. Experience in advanced GLM (including Cox regression), panel time series and model selection will be beneficial.  It’s an asset if you have experience in working with banking retail products such as commitments, mortgages or GICs, and/or exposure to valuation and risk metrics of various interest rate derivatives. You have a degree (Masters/Doctoral degree) in mathematics, computer science, quantitative finance, engineering, statistics and/or related technical subject. You’re goal oriented.  You’re motivated by accomplishing your goals and delivering your best to make a difference.  You give meaning to data . You enjoy investigating complex problems and making sense of information. You communicate detailed information in a meaningful way.  You're motivated by collective success.  You know that teamwork can transform a good idea into a great one. You know that an inclusive team that enjoys working together can bring a vision to life.  Values matter to you. You bring your real self to work and you live our values - trust, teamwork, and accountability. #LI-TA What CIBC Offers At CIBC, your goals are a priority. We start with your strengths and ambitions as an employee and strive to create opportunities to tap into your potential. We aspire to give you a career, rather than just a paycheck. We work to recognize you in meaningful, personalized ways including a competitive salary, incentive pay, banking benefits, a benefits program*, defined benefit pension plan*, an employee share purchase plan, a vacation offering, wellbeing support, and MomentMakers, our social, points-based recognition program. Our spaces and technological toolkit will make it simple to bring together great minds to create innovative solutions that make a difference for our clients. We cultivate a culture where you can express your ambition through initiatives like Purpose Day; a paid day off dedicated for you to use to invest in your growth and development. *Subject to plan and program terms and conditions What you need to know CIBC is committed to creating an inclusive environment where all team members and clients feel like they belong. We seek applicants with a wide range of abilities and we provide an accessible candidate experience. If you need accommodation, please contact Mailbox.careers-carrieres@cibc.com CIBC is committed to clarity in our hiring process. All roles posted are opportunities we’re actively recruiting for, unless stated otherwise. You need to be legally eligible to work at the location(s) specified above and, where applicable, must have a valid work or study permit. We may ask you to complete an attribute-based assessment and other skills test (such as simulation, coding, French proficiency). We use artificial intelligence tools during the recruitment process. Our goal for the application process is to get to know more about you, all that you have to offer, and give you the opportunity to learn more about us. Job Location Toronto-161 Bay St 11th Floor Employment Type Regular Weekly Hours 37.5 Skills Derivatives, Interest Rates, Risk Analytics

Other Ai Matches

Analyst, Latin America Investment Banking Applicants are expected to have a solid experience in handling Latin America Investment Banking related tasks
Director & Team Leader, Commercial Banking Applicants are expected to have a solid experience in handling Commercial Banking related tasks
Investment Specialist Applicants are expected to have a solid experience in handling Job related tasks
Senior Communications Advisor – Strategic Communications Applicants are expected to have a solid experience in handling Job related tasks
Financial Planning Consultant Applicants are expected to have a solid experience in handling Job related tasks
Community General Manager I Applicants are expected to have a solid experience in handling Job related tasks
Audit Manager, Capital Markets Applicants are expected to have a solid experience in handling Capital Markets related tasks
Associate, U.S. Product Controller - Finance Applicants are expected to have a solid experience in handling U.S. Product Controller - Finance related tasks
Manager, Client Advice I (6 Month Secondment) Applicants are expected to have a solid experience in handling Client Advice I (6 Month Secondment) related tasks
Senior Business Development Manager - Asset Based Lending Applicants are expected to have a solid experience in handling Job related tasks
Business Analyst, Market Risk Solutions Applicants are expected to have a solid experience in handling Market Risk Solutions related tasks
Administrative Assistant (Summer student contract) Applicants are expected to have a solid experience in handling Job related tasks
Azure Cloud Administrator Applicants are expected to have a solid experience in handling Job related tasks
Financial Services Representative Applicants are expected to have a solid experience in handling Job related tasks
Senior Consultant, Strategic Planning & Control Effectiveness Applicants are expected to have a solid experience in handling Strategic Planning & Control Effectiveness related tasks
Financial Associate (RR Licensed) CIBC Wood Gundy Applicants are expected to have a solid experience in handling Job related tasks
Group Product Manager, Digital Solutions - Transaction Banking Applicants are expected to have a solid experience in handling Digital Solutions - Transaction Banking related tasks
Mobile Mortgage Advisor (Commission only), Brandon, MB Applicants are expected to have a solid experience in handling Brandon, MB related tasks
Client Service Representative Applicants are expected to have a solid experience in handling Job related tasks
Senior Manager, Commercial Banking (Wholesale Automotive Lending) Applicants are expected to have a solid experience in handling Commercial Banking (Wholesale Automotive Lending) related tasks
Financial Advisor - CIRO-ID Applicants are expected to have a solid experience in handling Job related tasks
Corporate & Investment Banking, CAO Group, VP/Director Applicants are expected to have a solid experience in handling CAO Group, VP/Director related tasks
Financial Advisor CIRO-MFD Applicants are expected to have a solid experience in handling Job related tasks