Purpose of Job The Treasury Modelling team within the Treasury group is responsible for the management of the department's programmed modelling solutions along with providing analytical support ...
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Overview AtkinsRealis is one of Canada's largest private sector nuclear engineering groups. We have been providing a wide range of services to the nuclear industry in Canada and around the world ...
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Coordinate with Project Managers to understand modelling timelines, deliverables, and priority focus areas. * Engage Business Readiness teams to ensure process artefacts support downstream ...
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Modelling information
See Ontario salary details
$12.26 - $18.51
4% of jobs
$18.51 - $24.76
8% of jobs
$24.76 - $31.01
5% of jobs
$34.84 is the 25th percentile. Wages below this are outliers.
$31.01 - $37.26
12% of jobs
$37.26 - $43.51
13% of jobs
The median wage is $46.63 / hr.
$43.51 - $49.76
16% of jobs
$49.76 - $56.01
16% of jobs
$56.99 is the 75th percentile. Wages above this are outliers.
$56.01 - $62.26
8% of jobs
$62.26 - $68.51
6% of jobs
$68.51 - $74.76
8% of jobs
$74.76 - $81.01
3% of jobs
$12
$48
$81
How much do modelling jobs pay per hour?
What are the key skills and qualifications needed to thrive as a Model, and why are they important?
How to be a face model?
What are some of the common challenges faced by professional models, and how can they prepare for them?
What is the difference between Modelling vs Data Analysis?
| Aspect | Modelling | Data Analysis |
|---|---|---|
| Required credentials | Statistics, mathematics, or related degrees; often certifications in modelling techniques | Statistics, data science, or related degrees; certifications in data analysis tools |
| Work environment | Financial, engineering, or scientific sectors; focus on creating predictive models | Business, marketing, or research sectors; focus on interpreting data sets |
| Employer usage | Financial institutions, engineering firms, scientific research | Corporations, marketing agencies, research organizations |
| Common search intent | Understanding predictive modelling techniques and careers | Interpreting data insights and reporting |
Modelling involves creating mathematical or statistical models to predict future outcomes, often requiring advanced quantitative skills. Data analysis focuses on examining data sets to extract meaningful insights, emphasizing interpretation and reporting. While both roles require analytical skills, modelling is more predictive and technical, whereas data analysis is more descriptive and interpretive.
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Full-time
Posted 25 days ago
Job description
Purpose of JobÂ
The Treasury Modelling team within the Treasury group is responsible for the management of the department's programmed modelling solutions along with providing analytical support, behavioural modeling and help to achieve operational efficiencies. This role is a multi-faceted one, as responsibilities include supporting Treasury's programming and quantitative analysis. The incumbent will be instrumental in automating complex departmental models.Â
Develop efficient processes for quantitative models (30%)Â
Build programmed solutions and processes based on requirements from the Treasury and Capital Markets team.Â
Automate existing spreadsheet-based analysis and to replicate results from other platforms. Â
Efforts will focus on funds transfer pricing models/ margin reporting, hedge accounting report, duration calculation, liquidity matching, stress testing, liquidity regulatory reporting etc. Â
The incumbent will ensure all processes are documented as per the Bank documentation standards.Â
Develop complex behavioural models (30%)Â
The position supports and provides analytical support to Treasury team members (Liquidity, IRR, etc.) with (customer) behavioral analysis of various asset and liability products.Â
Review existing behavioural analysis and enhance analysis where beneficial (i.e. initial focus is most highly sensitive assumptions). Streamline analysis processes. Â
Develop new behavioural analysis as required. Requires the review of existing data and expanding where needed. Requires understanding of result sensitivity to assumptions and of drivers of customer behaviour. Â
Document all analysis methods and present analysis for approval by Senior Management (i.e. ALCO). Integrate assumptions into IRR/liquidity modeling. Â
Platform expected to be used are SQL and Python. Â
Departmental Analytics Support (20%)Â
Support other Treasury, Finance and corporate requests. This includes the following:
Support Treasury function with additional development. Provide reports for ALCO and ERM meetings. This includes liquidity or interest rate analysis as required (product volume, yields, spreads, option costs).Â
Support accounting, capital markets and investor relation functions with required analysis and reporting.Â
Provide support as a subject matter expert on programing / coding. Â
Ensure Compliance to Model Governance (20%)Â
Ensure all models, processes, and associated controls are documented.Â
Assist in Model Validation process for new and existing models.Â
Perform regular performance monitoring as per model requirementsÂ
Undergraduate degree with a focus on math and/or computer science. Â
3 to 5 years of experience in financial model programming.Â
Strong programming experience and database management knowledge using SQL and Python are needed.Â
Strong skills in problem solving, logical thinking, process building and analytics.Â
Awareness of machine learning (including deep learning) and underlying models (LSTM, convolution, deep and shallow layers)Â
Keen interest in financial markets and financial engineering, strong desire and ability to learn new financial concepts. Â
Demonstrated understanding in fixed-income financial concepts (i.e. bonds, mortgages, derivatives and yield curves) is an asset. Â
Knowledge of Liquidity risk, Interest rate risk and hedge accounting will be helpful.Â
Ability to collaborate with various functional support groups.Â
Excellent interpersonal and communication skills both written and verbal.Â
Ability to pay attention to details.Â
Possess good business acumen.Â