Director, Interest Rate Risk

At ATB, we exist to make it possible for our clients, team members and communities. Our purpose is more than aspirational. It's a real commitment we live every day through our values (what we call the ATB ID). Life at ATB is about more than work. In fact, we’re consistently recognized as one of Canada's top employers thanks to our high-care, high-performance culture, upheld by the three commitments we make to our team members: Impact in action: No matter where you are in the organization, you're empowered to make an impact in the lives of our clients and communities. Thrive together: We want you—the unique, authentic you—to feel safe and celebrated at work. We're on a continuous journey to build the most flexible and inclusive programs. Ready for tomorrow: We want to enable your success through interesting and challenging work, performance enablement, and learning and development. About the role This position has a hybrid work arrangement. On average, this means 2 days on-site per week. Please note that this is subject to change due to business priorities. As ATB’s next Director, Interest Rate Risk (IRR), a critical strategic anchor within our Treasury Asset Liability Management (ALM) team, you will lead the quantitative modeling and regulatory reporting architecture for Interest Rate Risk in the Banking Book (IRRBB), directly safeguarding the bank’s non-trading balance sheet from adverse macroeconomic volatility. In this role, you will transform complex balance sheet simulations into high-impact strategic insights for the Asset-Liability Committee (ALCO), directly driving the bank’s structural hedging decisions and ensuring strict compliance with regulatory guidelines. This position demands a proven track record of managing and developing a team, outstanding communication and interpersonal capabilities, and progressive experience in IRRBB management and modeling within Canadian financial institutions. Accountabilities Strategic Impact & Treasury Alignment: Translate complex IRRBB risk metrics into actionable balance sheet strategies, influencing internal macro-hedging actions designed to protect the bank's net interest margin. Regulatory Architecture & Reporting: Own the end-to-end production, validation, and submission of regulatory reports, ensuring compliance with OSFI B-12 guidelines and Basel Pillar 3 disclosure requirements. Advanced Quantitative Risk Modeling: Execute and continuously improve Economic Value of Equity (EVE) and Net Interest Income (NII) at Risk simulations and formulate stress testing scenarios tailored to the Canadian macroeconomic landscape. Model Governance & Stakeholder Engagement: Maintain exceptional model documentation and data lineage standards, defending core assumptions and methodologies to Second-Line of Defense oversight while developing strong partnerships with both internal and external stakeholders. Team Leadership, Development & Collaboration: Champion a high-performance culture by leading, mentoring, and actively developing a team of IRR professionals. Drive strategic innovation and professional growth while fostering cross-functional collaboration across the broader ALM and Treasury teams. Skills, experience & requirements Professional Credentials: A CFA charterholder and/or FRM designation, complemented by a master’s or bachelor’s degree in Economics, Mathematics, Statistics, Finance, Business, or a related field. Extensive Experience: Seven or more years of experience in Treasury, Asset Liability Management, Balance Sheet Management, or Interest Rate Risk Management supplemented by functional knowledge of hedge accounting. Regulatory Knowledge: Deep, technical familiarity with Canadian banking regulations, specifically OSFI Guideline B-12 and international Basel Committee (BCBS) framework standards for IRRBB. Technical Expertise: Direct, hands-on experience utilizing institutional ALM modeling software coupled with advanced proficiency in SQL and scripting experience in Python. Knowledge and/or previous experience with GCP platforms (BigQuery) and banking ERP systems (SAP) is considered a strong asset. Communication & Influence: A proven ability to synthesize complex quantitative data into clear, compelling narratives and presentations for senior executives, Second and Third-Lines of Defence, and regulatory stakeholders. Don’t meet all the requirements on the list? A resume only goes so far in expressing who you are and the unique perspectives you bring. If you believe your skills and experience align with the role—but you might not check all the boxes—we want to hear from you. We encourage candidates from all work backgrounds, equity-seeking communities and experience levels to apply. If you’re seeking a career where your drive, perspective and growth are celebrated, we want to hear from you. We’re dedicated to building a workforce reflective of those within our communities, and a culture where our team members are equipped with what they need to succeed—their way. Part of creating an inclusive workplace is recognizing our role in advancing Truth and Reconciliation. We are committed to meeting and exceeding the standards set out in the Partnership Accreditation in Indigenous Relations program created by the Canadian Council for Aboriginal Business. What happens next? If you are shortlisted, you’ll hear from us after the posting closes. Check out our How We Hire page to learn more about our hiring process. If you need any accommodations throughout this process, please let us know at talentteam@atb.com Stay in touch We’re excited that you’re interested in a career with ATB. Follow us on LinkedIn, Facebook and Instagram to learn more about what our team is up to.

The Director of Interest Rate Risk will lead quantitative modeling and regulatory reporting architecture to safeguard the bank's balance sheet from macroeconomic volatility. They will translate complex risk metrics into actionable strategies for the Asset-Liability Committee while mentoring a high-performance team.

Candidates must possess a CFA or FRM designation along with a degree in a quantitative field and at least seven years of experience in Treasury or Asset Liability Management. Technical proficiency in SQL, Python, and deep knowledge of Canadian banking regulations like OSFI B-12 are required.

• Flexible work programs • Learning and development opportunities • Performance enablement

• SQLSouhaitée
• CommunicationSouhaitée
• PythonSouhaitée

Relevées dans la description du poste. Confirmez les exigences importantes ci-dessus.

• Interest Rate Risk Management
• Treasury
• Asset Liability Management
• Regulatory Reporting
• Quantitative Risk Modeling
• Stress Testing
• SQL
• Python
• OSFI Guideline B-12
• Basel Pillar 3
• Hedge Accounting
• Financial Modeling
• Strategic Planning
• Team Leadership
• Communication
• Stakeholder Engagement
• Risk Modeling
• Hedging Strategy
• Influencing Skills
• Cross-Functional Collaboration
• Workplace Inclusivity
• Quantitative Data Analysis
• Financial Stress Testing
• Functional Knowledge
• Influencing Without Authority
• Data Lineage
• Quantitative Modeling
• Balance Sheet
• Reconciliation
• Bank Regulations
• Financial Institution
• Google BigQuery
• Management
• Chartered Financial Analyst
• Economics
• Finance
• Equities
• Governance
• Innovation
• Net Interest Margin
• Interest Rate Risk
• Python (Programming Language)
• Mathematics
• Mentorship
• Net Interest Income
• Presentations
• SAP Applications
• SQL (Programming Language)
• Statistics
• Scripting

• Finance & Accounting
• Management & Leadership
• Data & Analytics
• Risk Analyst
• Director of Risk Management
• Financial and Investment Advisers
• Financial Risk Specialists

Formation minimale

Diplôme professionnel

Expérience minimale

5+ ans

Langue de l’offre

anglais

Heures de travail

40 heures par semaine

Présence au bureau

2 jours par semaine