Asset Liability Management Analyst

Bank of China (Canada); Markham; On-site; CAD 70,000 - 95,000; Full time

Benefits offered by this job

Accommodation available

Job summary

A financial institution in York Region, Markham is seeking an ALM Analyst to support asset liability management functions, including pricing management, funding analysis, and liquidity risk management. The ideal candidate will bring 2–3 years of experience in related banking functions and possess strong analytical and communication skills. This role involves conducting research on pricing methodologies and preparing regulatory liquidity reports to ensure compliance with regulations. The company values diversity and inclusiveness in its workplace.

Qualifications

• 2–3 years of experience in ALM, treasury, liquidity management or related functions.
• Knowledge of risk and financial accounting concepts.
• Ability to work under pressure and meet deadlines.
• Ability to work under pressure and meet deadlines.
• Effective communication and stakeholder coordination skills.

Responsibilities

• Support pricing management and review FTP policies.
• Conduct funding analysis and prepare funding plans.
• Collaborate with teams to optimize balance sheet management.
• Perform funding analysis, prepare funding plans, and monitor major funding flows.
• Assess funding risk related to regulatory and internal risk metrics.
• Collaborate with liquidity, IRRBB, and capital management teams to optimize the balance sheet.
• Monitor regulatory developments and assist in reviewing liquidity management rules, stress testing, and contingency plans.
• Set and review liquidity risk limit indicators (e.g., LCR, NSFR, liquidity gaps, concentration metrics).
• Prepare regulatory liquidity reports including LCR, NCCF, and LAM.
• Perform liquidity risk analysis and elevate significant changes to management.
• Support other ALM and treasury-related tasks as assigned.

Skills

Analytical skills

Organizational skills

Problem-solving skills

Communication skills

Analytical

Communication

Excel

Microsoft Office

Education

University or college education preferred

Tools

Excel

Microsoft Office

Job description

We are seeking an ALM Analyst to support the Bank’s asset liability management (ALM) functions, including FTP pricing, funding analysis, and liquidity risk management. This role contributes to balance sheet optimization and ensures alignment with regulatory requirements and internal policies.

What You Will Do:

• Support pricing management, including reviewing internal FTP policies and rechecking FTP parameters monthly.
• Address FTP-related inquiries and maintain FTP yield curve data in internal systems.
• Conduct research on external pricing methodologies and assist in enhancing the Bank’s pricing framework.
• Perform funding analysis, prepare funding plans, and monitor major funding flows.
• Assess funding risk related to regulatory and internal risk metrics.
• Collaborate with liquidity, IRRBB, and capital management teams to optimize the balance sheet.
• Monitor regulatory developments and assist in reviewing liquidity management rules, stress testing, and contingency plans.
• Set and review liquidity risk limit indicators (e.g., LCR, NSFR, liquidity gaps, concentration metrics).
• Prepare regulatory liquidity reports including LCR, NCCF, and LAM.
• Perform liquidity risk analysis and elevate significant changes to management.
• Support other ALM and treasury-related tasks as assigned.

What You Bring to the Table:

• University or college education preferred.
• 2–3 years of experience in ALM, treasury, liquidity management, financial analysis, or related banking functions.
• Knowledge of risk and financial accounting concepts.
• Strong analytical, organizational, and problem-solving skills.
• Ability to work under pressure and meet deadlines.
• Effective communication and stakeholder coordination skills.
• Proficiency in Excel and Microsoft Office.

Bank of China (Canada) is committed to fostering an inclusive workplace where diversity is valued. We encourage qualified candidates from all backgrounds to apply. Please note that only candidates selected for further consideration will be contacted.

Accommodation: Bank of China (Canada) is committed to providing accommodations throughout the recruitment process. If you require any accommodations, please contact the HR team and we will be happy to assist.