The Treasury Risk Manager is responsible for supporting the Treasurer with regards to managing the interest rate risk profile of the bank. The position is responsible for all of the assumptions used to model interest rate risk and funds transfer pricing. This role will collaborate with Risk Management in producing regular interest rate and liquidity risk management reports from the bank’s BancWare model. Additionally, this position owns the funds transfer pricing (FTP) methodology and the development and use of loan pricing models.
Preferred Knowledge and Skills: