Jordan MacCharles, CFA

Experience

• 

  CIBC Mellon

  Jun 2010 - Nov 2018

  I was responsible for monitoring and maintaining the daily compliance for the treasury portfolio. Particularly, I calculated and analyzed risk metrics including Dv01, liquidity and economic value of equity. On a monthly basis, I created various portfolio analysis reports which were included in the ALCO report and I presented violations to the Credit Committee.As well, I was responsible for updating and developing asset and liability models to accurately reflect duration targets and balances, monitored margins for repurchase agreements and conducted analysis for revenue generating strategies. Show less Accountable for analyzing, reporting, and monitoring key risk metrics for the securities lending program and the treasury investments portfolio.Notably, I had an important role in fixing the inputs into the RWA calculation. This resulted in a more accurate figure and ultimately changed the limits. Through this process we were able to develop more comprehensive reporting while making the risk metrics more meaningful.In addition, I am providing reports which are used in our monthly ALCO meetings and I participate in the monthly Credit Committee meetings. Show less

  • Senior Treasury Risk Analyst, Capital Markets Risk Management

    Feb 2017 - Nov 2018

  • Risk Analyst, Capital Markets

    Mar 2015 - Feb 2017

  • Senior Collateral Specialist, Securities Lending Operations

    Oct 2012 - Mar 2015

  • Collateral Specialist, Securities Lending Operations

    Mar 2012 - Oct 2012

  • Collateral Administrator, Securities Lending Operations

    Sept 2011 - Mar 2012

  • Junior Internal Auditor

    Jun 2010 - Aug 2011
• 

  BNY Mellon

  Nov 2018 - now

  Portfolio manager for short duration fixed income securities. Managing the Canadian dollar cash reinvestment portfolio.

  • Senior Vice President, Canadian Cash Reinvestment

    Mar 2024 - now

  • VP, Canadian Cash Reinvestment

    Nov 2018 - Mar 2024