Lead interest rate risk strategies with ATB in a hybrid work environment. As the Director of Interest Rate Risk, you will safeguard the bank's balance sheet while driving compliance and insights. ATB is looking for a Director of Interest Rate Risk to oversee quantitative modeling and regulatory reporting for Interest Rate Risk in the Banking Book (IRRBB).

In this role, you will transform complex data into strategic insights, ensuring compliance and influencing macro-hedging actions. This position requires a solid background in IRR management, team leadership, and communication. Key Responsibilities:

- Lead quantitative modeling for IRRBB
- Manage end-to-end regulatory report production
- Execute simulations for Economic Value of Equity
- Maintain model documentation and governance
- Foster team development and collaboration Requirements:
- CFA charterholder or FRM designation
- 7+ years in Treasury or Asset Liability Management
- Robust knowledge of Canadian banking regulations
- Proficiency in SQL and Python scripting
- Excellent communication and presentation skills Drive interest rate risk strategies and compliance with your expertise at ATB.

📌 Director of Interest Rate Risk at ATB (Calgary)
🏢 ATB Financial
📍 Calgary