Manager, Treasury Analytics Toronto ON


Requisition ID: 24692

Join the Global Community of Scotiabankers to help customers become better off.

Purpose of Job:

Provide analytical support to the International Treasury team to facilitate effective governance over the  International Treasuries on key topics such as Interest Rate Risk management, liquidity risk management, investments and FX hedging.


Key Job Accountabilities:

1. Work on development and implementation of balance sheet analytics related to,

- Modelling non-maturity deposits;

- Calibrating mortgage prepayment rate;

- Modelling term deposits with early redemptions


2. Develop tools and work on ad-hoc analysis related to,

- Interest Rate Risk i.e. simulation of balance sheet and interest rate movements;

- Liquidity risk and metrics such as Liquidity Coverage Ratio;

- Investment portfolio across IB locations;

- FX hedging: recommend hedging strategies along with analytics based on market driven events;

- Develop tools to analyze impact of key balance sheet changes such as asset composition, funding mix and rate movements;

- Management reporting: Develop, implement and maintain weekly, monthly, quarterly and ad-hoc reports


3. Ensure alignment of ALM methodology, measurement and policies

- Work closely and coordinate on topics such as balance sheet management, risk limits, key exposures, regulatory initiatives etc.

- Participate and work on regulatory initiatives such as IRRBB and FRTB while working with GRM and Treasury.

- Review ALM related policies for different countries and update the International Treasury guidelines.

- Participate in certain country-level Asset Liability Committees.


4. Maintain working relationships with internal stakeholders such as local Treasury teams and the relevant support functions.



-Spanish is a must

Solid knowledge of Financial Products including money markets and derivatives;

- Proficiency with use of Excel, VBA, Bloomberg and programming language(s) such as Python;

- Understanding of the Scotiabank operations and Finance systems (INEA);

- Familiarity with the relevant regulations i.e. RDARR, IRRBB, FRTB, Volcker;

- Exceptional communication skills, both verbal and written;

- Self-driven, analytical and colloborative;

- Ability to speak Spanish



Undergraduate in Business, Finance or Accounting or Engineering;

- MBA/CFA / FRM designations is desirable




Location(s):  Canada : Ontario : Toronto

As Canada’s International Bank, we are a leader when it comes to inclusion. We are a diverse and global team, speaking more than 100 languages with backgrounds from more than 120 countries. We value the unique skills and experiences each individual brings to the bank, and are committed to creating and maintaining an inclusive and accessible environment for everyone. Candidates selected for an interview will be contacted directly.  If you require accommodation during the recruitment and selection process, please let us know. We will work with you to provide as seamless a recruitment experience as possible.

Full time
Toronto, 08, CA