Director Treasury

As a key resource to the Treasurer, you will be part of Financial Services Client's s mission to make the world a better place.  As the Director of Treasury Risk Management, you will lead the risk, analytic and governance environment of the Treasury organization. In addition, you be responsible for managing the development of models and risk frameworks, identifying and monitoring potential risks, and recommending mitigation strategies.  

Apply for this job Apply for this job

Job Description

 

The ideal candidate is a commercially minded financial risk management practitioner, able to perform, coach and lead others in the execution of detailed risks analysis and strategy. An able communicator who can convey complex concepts successfully to non-technical audiences, highlighting the risk and opportunity implications to the organization. In addition, you will have proven leadership skills, excellent treasury knowledge, strong employee development credentials and a dedication to process improvement.

 

 Roles & Responsibilities:

  • Responsible for the framework that measures interest rate risk and generates the Bank’s net interest income
  • Produces various liquidity and marketability analysis
  • Manages the development and implementation of assumptions used for risk measurement, including behavioral models
  • Oversees the quantitative and qualitative processes used to assess counterparty risk for derivatives and investments
  • Ensures that all frameworks are fit-for-purpose
  • Identifies emerging risks within the balance sheet and recommends mitigating strategies
  • Assesses interest rate, liquidity and counterparty credit risk, ensuring it remains within limits set by the Board and the Asset Liability Committee
  • Directs reporting and communications content on balance sheet performance information including attribution of variances
  • Participates in Treasury Data Strategy meetings and leads the departments process improvement efforts
  • Oversees preparation of ALCO materials
  • Selects, develops, motivates and evaluates a team of managers, quantitative and risk analysts

Required Skills & Experience

  • Master’s degree in finance, business administration, mathematics or related quantitative field
  • 12 years of related experience
  • 5 years of supervisory experience
  • Working knowledge of bank liquidity management and industry best practices
  • Expert knowledge of interest rate risk
  • Expert knowledge of counterparty risk management
  • Expert knowledge of asset/liability management
  • Expert knowledge in the use and configuration of asset liability, portfolio management or fixed income valuation systems (QRM, Intex, FinCad preferred)
  • Expert knowledge of fixed income and derivatives
  • Working knowledge of capital markets and structured finance
  • Working knowledge of loan behavioral models and drivers (prepayments)
  • Working knowledge of GAAP

 

#LI-DL2

 
Apply for this job: Director Treasury