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 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