Aug
2010 - Present
Liquidity Risk Analyst - Wholesale Bank Treasury - Trading Risk Services / TD Securities
I am involved in the ongoing liquidity risk assessments of TD Securities lines of businesses to ensure that any possible liquidity risk is identified and reflected.
-Interpreted and produced the most recent submission of the Basel III Liquidity Coverage Ratio and Net Stable Funding Ratio. Additionally, I developed an automated process around the report in anticipation of future reporting requirements
-Contributed to the development of a Contingency Funding Plan (CFP) for TD Securities.
-Developed and currently produce a monthly liquidity risk dashboard for the wholesale bank. Including the monitoring of key market indicators, currency liquidity gaps and funding spreads, etc.
Additionally, I help to interpret new liquidity policy requirements from regulatory bodies across multiple jurisdictions, including OSFI, the Fed, and the FSA.
Mar
2010 -
Aug
2010
Analyst - Margin Accounts Group - Trading Risk Services / TD Securities
I was responsible for issuing and responding to daily margin calls, moving collateral to and from counter-parties, and daily regulatory reporting.