Associate Director, Balance Sheet Analytics & Liquidity Attribution

Associate Director, Balance Sheet Analytics & Liquidity Attribution

Job Overview

Location
Toronto, Ontario
Job Type
Full Time Job
Job ID
117775
Date Posted
1 year ago
Recruiter
Raymond Catherine
Job Views
150

Job Description

Come Work with Us!

At RBC, our culture is deeply supportive and rich in opportunity and reward. You will help our clients thrive and our communities prosper, empowered by a spirit of shared purpose.

Whether you’re helping clients find new opportunities, developing new technology, or providing expert advice to internal partners, you will be doing work that matters in the world, in an environment built on teamwork, service, responsibility, diversity, and integrity.

Job Title

Associate Director, Balance Sheet Analytics & Liquidity Attribution

Job Description

  • Engage Finance and business segments (Corporate Support, Canadian Banking, Wealth Management, Capital Markets etc.) in investigating and analyzing General Ledger/ EPM intragroup accounts balance and  underlying business drivers
  • Define and interpret requirements to IT wrt data, functionality and reporting
  • Create, design and develop new methods to enhance ISLA capabilities
  • Extract data from EPM, manage and manipulate large datasets for analysis (intragroup cash flows by transit, currency, counterparty)
  • Build analytic tools to explain liquidity changes driven by balance sheet movements and inter-segment cash flows.
  • Operate monthly ISLA reporting production including troubleshooting issues that may arise when results do not meet expectations.
  • Assist in the preparation of the monthly Retail ALCO deck attended senior executives and Managing Directors from relevant areas

Must Have

  • 5+ years of work experience in Finance/ Performance Management, Treasury, Capital Markets or related field
  • Solid understanding and working knowledge of the balance sheet and ledger
  • Strong understanding of Liquidity and banks’ balance sheet e.g. regulatory metrics (LCR)
  • Advanced programming skills e.g. VBA, SQL, pivot tables
  • Highly developed interpersonal skills; able to present complex concepts in a simplified manner
  • Ability to cope under pressure and manage competing priorities
  • Results oriented; strong attention to detail

Nice to Have

  • Professional designation i.e. CFA, FRM, CPA is an asset but not required

Job Summary

This is a newly created & exciting role within RBC Corporate Treasury. As part of industry-wide interest rate benchmark transition, RBC’s funds transfer pricing (FTP) process will transform to a Risk-Free Rate (RFR) based. There is a need to expand the existing Intersegment Liquidity Attribution (ISLA) process, to complement other FTP processes.

The Associate Director, Balance Sheet Analytics & Liquidity Attribution will be working with partners across all finance segments and IT to expand the existing infrastructure capabilities, and be responsible for providing in-depth cash and liquidity analytics reports for senior leaders.

Job ID: 117775

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