Kyle Pastor

Associate Director, Group Treasury - Balance Sheet Analytics @Scotiabank

Project lead on SIRR performance benchmarking program to measure the analyze treasury trading performance. Project includes both technical programming using Python as well as getting buy in from senior management. • Implement consumer behaviour models into software framework in a flexible and testable way • Principal architect for daily task pipelines using Python and MATLAB to push reports and data to traders and senior management • Manage a small team of developers to provide valuable tools to traders and portfolio managers • Communicate results to senior and executive management to drive decision making • Design and deploy distributed computing network using Flask to parallelize long running simulations • Develop API microservices for to communicate with the various analytics tools developed • Work with IT partners to deploy our tool set into a production supported environment (includes SLA, Documentation, Vetting) • Created hedge portfolio optimization software tools that minimize cost against a variety of constraints (Exposure, HQLA, Instrument Types) • Respond to ad-hoc requests from upper management to provide insights on impact to changes in portfolio composition or market rate forecasts