Senior Manager, Treasury Analytics

Location: Toronto, ON; hybrid arrangement with 1–3 days per week on-site

Company

CIBC is a relationship-oriented bank focused on modern banking services and client outcomes.

What you will do

• Support Treasury Analytics methodologies, business initiatives, data requirements, and integration across Treasury systems.
• Maintain pricing, risk, and analytics libraries, including model governance, documentation, quality assurance, and user-acceptance testing.
• Develop analytics for retail product risk representation and funds transfer pricing, including valuation and market risk analysis for interest rate derivatives.
• Apply customer behaviour modeling techniques such as GLM and survival analysis using Python, R, SQL, and related tools.
• Support cash-flow modeling books, PnL decomposition, and daily and monthly cash-flow modeling PnL activities.
• Communicate analytical findings, modeling insights, PnL variability, and risk drivers to management, business partners, Lines of Business, and Treasury stakeholders.

Requirements

• At least 3 years of experience in ALM, analytics, modeling, and risk management within a bank or financial institution.
• Strong experience in applied mathematical, quantitative, statistical, or stochastic modeling and programming with C++, Python, R, SQL, or similar languages.
• Knowledge of financial economics, fixed income theory, statistics, treasury processes, risk management, balance-sheet modeling, and option modeling.
• Experience with interest rate derivatives, valuation, hedging, risk measurement, and retail banking products such as commitments, mortgages, or GICs.
• Experience with advanced GLM, including Cox regression, panel time series, and model selection.
• Master’s or doctoral degree in mathematics, computer science, quantitative finance, engineering, statistics, or a related technical field.

Culture & Benefits

• Hybrid work environment with flexibility to manage work activities between remote and on-site days.
• Competitive salary, incentive pay, banking benefits, and a benefits program.
• Defined benefit pension plan, employee share purchase plan, vacation, and wellbeing support.
• Learning and development opportunities, including a paid Purpose Day.
• Inclusive and accessible workplace with accommodation support during the hiring process.

Hiring process

• Applicants may complete an attribute-based assessment and skills tests, including simulation, coding, or French proficiency assessments.
• Artificial intelligence tools may be used during recruitment.
• Applicants must be legally eligible to work at the specified location and hold a valid work or study permit where applicable.