22 Aug
|
ATB Financial
|
Calgary
22 Aug
ATB Financial
Calgary
Shape the future of interest rate risk management at ATB in a hybrid role. Lead quantitative modeling efforts and regulatory reporting as the Director of Interest Rate Risk.ATB is in search of a Director to spearhead the Interest Rate Risk in the Banking Book (IRRBB), transforming complex simulations into actionable strategies. Your leadership will ensure compliance and influence critical macro-hedging decisions. Background in team development and exceptional communication skills are vital.Key Responsibilities:
- Lead regulatory reporting processes for IRRBB
- Develop Economic Value of Equity simulations
- Ensure compliance with regulatory frameworks
- Maintain comprehensive model governance
- Champion team development and cross-functional collaborationRequirements:
- CFA charterholder or FRM designation preferred
- Over 7 years in interest rate risk or treasury
- Solid grasp of Canadian banking regulations
- Advanced SQL and Python skills
- Excellent synthesis of complex data for presentationsUse your skills to drive strategic risk management at ATB, shaping the financial landscape.#J-18808-Ljbffr
📌 Atb Director Of Interest Rate Risk (Calgary)
🏢 ATB Financial
📍 Calgary