The Analyst, Treasury is responsible for the operation of the processes and procedures supporting the treasury function.
The Analyst, Treasury is accountable for supporting the treasury function in the implementation and monitoring of policies, procedures and practices for CTC’s liquidity and funding management, cash and investment portfolio management, asset-
liability management, interest rate management, and financial modeling and analysis. The position also supports the execution of securitization and hedging programs.
ACCOUNTABILITIES : Treasury and Liquidity
Prepares analysis of liquidity positions and forecasts.
Monitors cost of funds and assists on daily deposit pricing.
Assists in reviewing and recommending changes to liquidity metrics with supporting analysis.
Assists in the implementation and identification of reporting and analysis improvements.
Monitors Interest Rate Risk metrics.
Reviews liquidity and interest rate risk related regulatory returns on a monthly / quarterly basis.
Assists in the preparation of the monthly Asset Liability Capital Committee (ALCO) package.
Recommends, implements and maintains process improvements for all areas of Asset and Liability Management.
Provides support to treasury operations, reviews processes and recommends and supports implementation for process improvements.
Maintains procedure manuals for the Treasury and Securitization function.
Assists in the preparation of hedge accounting and interest rate risk hedging documentation, and hedge effectiveness testing, as required.
Assists in the development of ad-hoc analysis, as required, in support of the Treasury function (business case analysis, historical interest rate analysis, etc.
and ensures they appropriately capture the on-going impacts of liquidity and funding risks.
Securitization and Mortgage Banking
Assists in the development and implementation of financial modelling and risk related projects and analytics.
Supports the structuring and issuance of mortgage back securities (MBS), and selling assets into the CMB program
Assists in the preparation of monthly treasury accounting entries and reconciliations related to securitization and derivative transactions.
Assistance in evaluating portfolio purchase opportunities and repackaging assets to investors, including data mining CTC’s balance sheet for assets that meet investor criteria and CTC’s return objectives.
Assistance in the preparation of product / service presentations to new and existing relationships, and preparing due diligence packages and on-
boarding new investor clients.
Maintaining and Monitoring investor volumes, risk appetites and spread requirements.
Communicating with Finance, Compliance, Mortgage Origination and Servicing departments on securitization and mortgage banking volumes and impacts on liquidity.
KNOWLEDGE & SKILLS
University Degree or College Diploma in Business, Finance, Economics, Math or a related field.
1-2 years of experience in the financial services industry.
In the progress of obtaining or recently obtained a related professional designation CFA; CPA, CA; CMA; CGA; FRM.
Practical knowledge of leading industry practices related to the treasury function in financial institutions.
Sound knowledge of capital markets, money markets, securitization, fixed income and interest rate markets.
Strong written and oral communication skills.
Proficient computer skills with strong knowledge of excel and VBA.
Demonstrated proficiency and familiarity with data query / analysis tools.
Ability to maintain a high level of accuracy and attention to detail.
Ability to work efficiently and to meet deadlines.