Senior Analyst â Treasury Risk Management
Senior Analyst â Treasury Risk Management
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Job Description
We are banking at another level.
Choosing BDC as your employer means working in a healthy inclusive and skilled workplace that puts forward the best conditions to bring together unique teams where employees are empowered to act. It also means being at the centre of ambitious economic and financial projects to see further and to do things differently to fuel the success of Canadian entrepreneurs.
Choosing BDC as your employer also means:
Flexible and competitive benefits including an Employee Savings and Investment Plan where BDC matches part of your voluntary contributions a Defined Benefit Pension Plan a $750 wellness and health care spending account to name a few
In addition to paid vacation each year five personal days sick days as necessary and our offices are closed from December 25 to January 1
A hybrid work model that truly balances work and personal life
Opportunities for learning training and development and much more...
Explore the BDC Way in our Culture Book
POSITION OVERVIEW
BDC is the bank for Canadian entrepreneurs dedicated to supporting their growth and success. We are seeking a highly analytical and collaborative professional to join our Treasury Middle Office team as a Senior Analyst in Asset Liability Management (ALM) Modeling. This role is central to supporting BDCs financial sustainability and risk management by developing and maintaining models that assess interest rate risk liquidity risk and balance sheet dynamics.
You will also play a key role in supporting Treasury Front Office activities by providing timely analytics and model insights that inform funding investment and hedging decisionsall within the framework of Canadian regulatory expectations and BDCs unique public policy mandate.
CHALLENGES TO BE MET
Monitoring and Reporting
Extract and interpret treasury financial data from internal systems and Bloomberg to produce the Treasury balance sheet interest rate gap reports and stress test outputs.
Collaborate with IT and data teams to ensure proper incorporation of portfolio data into ALM systems including mapping of cash flows risk factors and behavioral assumptions.
Collaborate on risk-return analyses in supporting Treasurys decision-making on funding hedging and investment strategies including scenario-based optimization.
Preparation of risk reports liquidity position and investment portfolio composition and activity.
Monitor and report breaches of risk tolerance thresholds (e.g. Net Interest Income (NII) liquidity credit risk) and recommend corrective actions in line with the Treasury Risk Policy.
Model Development & Enhancement
Develop and maintain ALM models related to BDCs balance sheet positioning NII Economic Value of Equity (EVE) and Earnings at Risk (EAR).
Build behavioral models for loan prepayments disbursements write-offs and other key banking book exposures.
Integrate macroeconomic and market data into scenario-based forecasting models.
Regulatory Compliance & Risk Management
Ensure models comply with Canadian regulatory requirements including OSFI guidelines Basel III/IV and IRRBB.
Support internal model validation audit reviews and documentation in line with BDCs Model Risk governance framework.
Contribute to Internal Capital Adequacy Assessment Process (ICAAP) through robust modeling and scenario analysis.
Treasury Front Office Support
Provide model outputs analytics and scenario analysis to support Treasury Front Office in funding investment and hedging strategies.
Collaborate with Treasury Front Office team to assess market impacts on balance sheet positioning and risk exposures.
Assist in the development of decision-support tools and dashboards for Treasury operations.
Balance Sheet Strategy & Analytics
Conduct scenario analysis under various interest rate environments (e.g. 100bps parallel shocks non-parallel yield curve shifts) to assess potential losses and opportunity costs.
Provide insights to Treasury and Finance teams to support strategic planning and balance sheet optimization.
Stakeholder Collaboration
Work closely with Treasury Risk Finance and IT teams to ensure model integration and alignment with BDCs strategic objectives.
Technology & Data
Leverage tools such as VBA for Excel Python and SQL for model development and automation to improve efficiency while reducing operational risk.
WHAT WE ARE LOOKING FOR
Bachelors or Masters degree in Finance Economics Mathematics Statistics Engineering or a related field.
Experience:
37 years of experience in ALM Risk Management Treasury or Financial Modeling within a Canadian banking or financial institution.
Skills & Competencies:
Strong quantitative and analytical skills with attention to detail.
Advanced proficiency in programming and data analysis tools (e.g. VBA Python SQL Excel).
Deep understanding of banking products interest rate risk and liquidity risk.
Excellent verbal and written communication and presentation skills.
Ability to manage multiple priorities and time sensitive deadlines.
In-depth data driven decision making skills.
Willingness to learn and curiosity.
Collaborative mindset with a strong team orientation demonstrated through a willingness to share knowledge support peers and actively contribute to a positive and high-performing team culture.
Preferred Qualifications (Assets)
FRM PRM CFA MLARM (or in progress).
Bilingual in both official languages (English & French)
Knowledge of OSFI regulatory reporting and risk guidelines.
Familiarity with machine learning or advanced analytics in financial modeling.
Experience with ALM software such as QRM FIS or others
Proudly one of Canadas Top 100 Employers and one of Canadas Best Diversity Employers we are committed to fostering a diverse equitable inclusive and accessible environment where all employees can thrive and feel empowered to bring their whole selves to work. If you require an accommodation to complete your application please do not hesitate to contact us at .
While we appreciate all applications we advise that only the candidates selected to participate in the recruitment process will be contacted.
Required Experience:
Senior IC
Employment Type
Full-Time
