Lead interest rate risk strategies with ATB in a hybrid work setting. 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 IRRBBManage end-to-end regulatory report productionExecute simulations for Economic Value of EquityMaintain model documentation and governanceFoster team development and collaborationRequirements:CFA charterholder or FRM designation7+ years in Treasury or Asset Liability ManagementStrong knowledge of Canadian banking regulationsProficiency in SQL and Python scriptingExcellent communication and presentation skillsDrive interest rate risk strategies and compliance with your expertise at ATB.#J-18808-Ljbffr

📌 Director Of Interest Rate Risk At Atb (Calgary)
🏢 ATB Financial
📍 Calgary