Associate Director, Treasury Modelling job opportunity at Desjardins Group.

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Desjardins Group Associate Director, Treasury Modelling
Experience: General
Pattern: full-time
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Treasury Modelling

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degreeAssociate
loacation Montréal, Canada
loacation Montréal....Canada

As an associate manager, modelling, you play a strategic role in the Treasury Division by developing, calibrating and optimizing quantitative models used for ALM activities and interest-rate risk management. You’re mainly involved in developing models related to member behaviours, deposit stability, interest-rate sensitivity and balance sheet management. Your expertise supports matching methods and balance sheet management. You identify the financial transactions needed to return the balance sheet to its target and optimize interest-rate risk. You lead and influence various stakeholders in connection with treasury projects. More specifically, you will be required to : Develop, adjust and maintain behavioural models (deposit stability, prepayment, mortgage disbursements, repurchases and redemptions). Design and improve interest-rate models and tools used for matching. Perform advanced quantitative analysis: calibration, backtesting, stress tests and sensitivity analysis. Fully document the methodologies, assumptions, limitations and results of models. Integrate models into the QRM environment and ensure their effectiveness. Help analyze duration, assess yield curve risk and project net income and net interest margins. Work closely with the treasury, risk management, finance and data teams to ensure models are effectively used in ALM processes. Support the continuous improvement of data tools, infrastructure and pipelines dedicated to modelling. Present the results and explain the impacts of analyses to inform strategic decisions. What we offer* Competitive salary and annual bonus 4 weeks of flexible vacation starting in the first year Defined benefit pension plan that provides predictable, stable income throughout retirement Group insurance including telemedicine Reimbursement of health and wellness expenses and telework equipment *Benefits apply based on eligibility criteria. #LI-Hybrid What you bring to the table Bachelor’s degree in mathematics, quantitative finance, statistics, quantitative economics, engineering or a related field A minimum of eight yearsof relevant experience in quantitative modelling, behavioural forecasting or advanced financial analysis at a financial institution Please note that other combinations of qualifications and relevant experience may be considered Experience in model calibration, validation and documentation Knowledge of French is required Proficiency in statistical and econometric methods: regressions, time series, simulations and calibration Advanced proficiency in Python and SQL Knowledge of interest rate dynamics, deposit products and ALM matching mechanisms Business insight, Complexity Trade Union (If applicable) At Desjardins, we believe in equity, diversity and inclusion. We're committed to welcoming, respecting and valuing people for who they are as individuals, learning from their differences, embracing their uniqueness, and providing a positive workplace for all. At Desjardins, we have zero tolerance for discrimination of any kind. We believe our teams should reflect the diversity of the members, clients and communities we serve. If there's something we can do to help make the recruitment process or the job you're applying for more accessible, let us know. We can provide accommodations at any stage in the recruitment process. Just ask! Job Family General finance and accounting (FG) Unposting Date 2026-02-11

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