Director, Treasury Risk Management - Vancouver

Only for registered members Vancouver, Canada

1 week ago

Default job background
$121,000 - $181,200 (CAD)

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

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