Director, Banking Book Risk Oversight & Analytics

ATB Financial; Toronto; Hybrid; CAD 140,000 - 160,000; Full time

Job summary

ATB Financial in Toronto, Canada seeks a Director, Banking Book Financial Risk Management Oversight to lead strategic risk oversight of the banking book. The role moves the function from compliance to value-added analytics, building frameworks and a capable team.

You will supervise 2LoD activities, model challenge, and balance sheet risk reporting while partnering with Treasury, PG&C, Audit and Compliance to drive risk culture and robust governance.

Qualifications

• 8+ years of progressive experience in 2nd line financial risk management or Treasury/ALM focused on banking book risk.
• Advanced knowledge of IRRBB, CSRBB and Liquidity risk frameworks with hands-on practice.
• Professional certifications such as FRM, CFA or PRMIA are assets.
• Strong technical skills in risk measurement including NII, EVE, Duration, LCR/NSFR and behavioural modelling.

Responsibilities

• Lead design, execution, and enhancement of banking book risk frameworks and oversight.
• Oversee independent reporting, daily limit monitoring, and variance analysis.
• Challenge and validate risk models and assumptions as 2LoD.
• Collaborate across Technology, Policy and Controls, Audit and Compliance.

Skills

IRRBB

CSRBB

Liquidity risk

Python

SQL

Excel/VBA

Bloomberg BQL

BigQuery

Education

University degree in Finance/Economics/Math/Financial Engineering

Tools

Risk engines

Core banking systems

Google BigQuery

Job description

ATB Financial in Toronto, Canada seeks a Director, Banking Book Financial Risk Management Oversight to lead strategic risk oversight of the banking book. The role moves the function from compliance to value-added analytics, building frameworks and a capable team.

You will supervise 2LoD activities, model challenge, and balance sheet risk reporting while partnering with Treasury, PG&C, Audit and Compliance to drive risk culture and robust governance.