Director, Treasury Retail Behavioural Models

CIBC

Toronto, ON, CA
Competitive salary; incentive pyy; defined benefit...
Hybrid
5+ years experience in asset liability management
Advanced statistical modeling techniques
Strong python/r/c++/sql programming skills
This role is critical for advancing CIBC's expertise in consumer behavioural risk through the application of advanced modeling techniques

Job Summary

  • This role is critical for advancing CIBC's expertise in consumer behavioural risk through the application of advanced modeling techniques.
  • The successful candidate will lead the design of robust statistical models to forecast retail customer behaviour and manage practical risk factors.
  • CIBC offers a competitive salary, incentive pay, a defined benefit pension plan, and a hybrid work arrangement with 1-3 days on-site.

Matching Summary

This role is critical for advancing CIBC's expertise in consumer behavioural risk through the application of advanced modeling techniques.

Salary

Competitive salary; Incentive pay; Defined benefit pension plan

Skills & Requirements

Must-have

  • 5+ years experience in Asset Liability Management
  • Advanced statistical modeling techniques
  • Strong Python/R/C++/SQL programming skills
  • Experience with banking retail products
  • Knowledge of fixed income theory and risk management

Nice-to-have

  • Expertise in Cox regression and panel time series
  • Experience with valuation of interest rate derivatives
  • Goal-oriented mindset with collective success focus
  • Ability to communicate complex findings to senior management

Key Requirements

  • Masters or Doctoral degree in quantitative field
  • 5+ years experience in ALM, Analytics, Modeling, Risk Management
  • Legally eligible to work in Canada

Work Rights

Must be legally eligible to work at the location(s)

Tailored Resume

Cover Letter