$80K — $100K *
• Builds and updates models with a primary focus on asset/liability matching in accordance with the CMHC’s market risk and liquidity risk frameworks. Ensures its consistency with the model governance framework, and addresses any model vetting recommendations.
• Explores and proactively adopts innovative methodologies and technologies to continuously improve models, and effectively communicates its impact to various stakeholders.
• In supporting the Canada Mortgage Bonds (CMB) program, collects pertinent market data from diverse sources and ensures its correctness and availability in a timely manner. Provides frontline support to quickly evolving data analytics needs.
• Actively engages as a resident IT/data expert by developing custom applications in Excel or other platforms, and providing guidance on information management. Prepares quantitative reports and interprets information based on a sound statistical concept.
• Develops and implements key performance indicators for Treasury’s activities, and constantly seeks creative ideas for measurable metrics with greater relevance.
• Collaborates with the cash management analyst to address immediate operational needs, and provides a backup to the role in daily cash management and liquidity monitoring.
• Develops and maintains effective relationships with internal clients primarily in relation to model development and program administration.
• Undergraduate degree in Finance, Computer Science, Economics, Business, Statistics, Mathematics or any other related quantitative fields. Chartered Financial Analyst (CFA) designation and/or Chartered Professional Accountant (CPA) designation will be considered as assets.
• Minimum of 5 years of work experience in finance/treasury operations and/or financial modelling.
• Strong understanding of the capital markets and the economic environment.
• Demonstrated experience with programming in VBA. Knowledge of other programming languages such as SQL, Python and R will be considered as an asset.
• Knowledge of data science and/or information management will be considered as an asset.
• Ability to research and synthesize information from a variety of sources and make recommendations.
• Strong attention to detail and ability to multitask to thrive in a fast-paced environment.
Valid through: 5/3/2021