Senior ALM & Market Risk Analyst (8-Month Contract)

DUCA Financial Services Credit Union Ltd.; Toronto; On-site; CAD 70,000 - 87,000; Full time

Job summary

DUCA Financial Services Credit Union Ltd. is seeking a Senior Analyst, Asset Liability Management (ALM) & Market Risk to join our Treasury team on an 8-month contract.

You will lead day-to-day structural risk management activities, including interest rate risk and FX risk, and support capital and liquidity planning. Ideal candidates have 6+ years in Treasury or Finance, strong financial modelling and advanced Excel skills, plus a degree in accounting or finance.

Qualifications

• 6+ years in Treasury or Finance
• Experience with financial models
• Post-secondary education in accounting or finance
• CFA/FRM/PRM designation (or pursuing)

Responsibilities

• Lead day-to-day structural risk management activities (interest rate, FX, market risk).
• Maintain models for assessing foreign exchange risk.
• Coordinate with 3rd party consultants on the ALM model.
• Prepare quarterly MRALCO package.
• Update rates and cost of funds across funding sources.
• Ensure compliance with Structural and Market Risk policies.
• Support annual Capital and Liquidity management processes.

Skills

ALM

Treasury

Financial modelling

Excel (Advanced)

Data analysis

Regulatory knowledge

Decision making

Relationship management

Education

Post-secondary education in accounting or finance

CFA/FRM/PRM designation (or working towards)

Job description

DUCA Financial Services Credit Union Ltd. is seeking a Senior Analyst, Asset Liability Management (ALM) & Market Risk to join our Treasury team on an 8-month contract.

You will lead day-to-day structural risk management activities, including interest rate risk and FX risk, and support capital and liquidity planning. Ideal candidates have 6+ years in Treasury or Finance, strong financial modelling and advanced Excel skills, plus a degree in accounting or finance.