Treasury and Liquidity Risk Management

Job Description

Role: Treasury and Liquidity Risk Management
Location: Toronto, ON

“Key Skills:
•Understands the Treasury and Liquidity Risk Management from Global Markets (Capital Markets point of view). Means the person understands the Trading products such as Repos, Reverse Repos, Sec Lending, Options, Swaps etc. and how does their data reflect in Treasury Risk Metrics.
•Liquidity Risk Management
•Cash flow modeling and liquidity gap reports
•Deposit Modeling: Core-Volatile Approach, Interest-Rate sensitive, Lifecycle, or Replicating Portfolio)
•Line of Credit (draw downs and pay offs)
•Funds Transfer Pricing Methodologies
•Strip or Match funding
•Risk-adjusted (hypothetical hedge instrument)
•Tractors and index rates
•Replicating portfolio approach
•Accounting or rules based”