Treasury Analyst
Core
Manage data extraction, validation, and reporting to support Treasury functions including hedge accounting, derivative valuations, collateral management, and asset pricing models.
Role type
Treasury Analyst (Data & Modeling)
Builds
Financial reporting, hedge accounting documentation, asset pricing models, and collateral management processes.
Domain
Banking / Financial Services / Treasury
Deliverable
production ML models | dashboards & analysis
Required skills
Financial modeling, Hedge accounting, Asset pricing, Collateral management, Data extraction, SQL, Excel VBA, Accounting principles
Preferred skills
CFA designation, Python/R programming, System migration experience
Technologies
SQL, Excel VBA, Concentra
Responsibilities
Develop and maintain hedge accounting models and strategies; Support trade desk with pre-trade and post-trade hedge accounting tasks; Manage assumption reviews and documentation for asset pricing models; Monitor derivative portfolio valuations and validate margin calls; Prepare data for ALCO, Board, and regulatory (OSFI) reporting.
