Director, Treasury Risk Management - Vancouver
1 week ago

Job summary
We're Vancity,a member-owned credit union built on the principles of inclusion and social justice.As the Director,Treasury Risk Management,you will lead the second line oversight of all market risks arising from Treasury activities,Responsibilities
- Designing,implementing,and maintaining comprehensive market risk measurement frameworks (IRRBB,liquidity,FX,credit spread,and other market risks),including stress testing and scenario analysis,buying these capabilities from scratch
- Leading and developing a team of Treasury Risk Management analysts,fostering a collaborative culture aligned with Vancity's values
- Monitoring and validating hedge accounting processes,includingsubsidiary documents for hedging transactions as well as hedge effectiveness testing and documentation
- Oversighting developmentand validation offunds Transfer Pricing(FTP) methodologiesand frameworks etc
Job description
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