Associate Director Interest Rate Risk - Montréal - Disability Solutions

    Disability Solutions
    Disability Solutions Montréal

    3 days ago

    Description
    A career an Associate Director, you will play a key second line of defense role in overseeing Interest Rate Risk in the Banking Book (IRRBB). You will be responsible for identifying, monitoring, and challenging key and emerging IRRBB risks, ensuring a robust governance framework, and supporting compliance with evolving regulatory expectations.

    This role offers a meaningful opportunity to influence risk outcomes through independent oversight, analytical insight, and close collaboration with first line stakeholders, leveraging your expertise in banking, financial markets, and risk management.

    Your role
    • Monitor, review, and independently validate IRRBB metrics, including earnings and economic value based measures, limits, and early warning indicators
    • Identify key and emerging IRRBB risks, assess their potential impact, and ensure appropriate escalation and governance
    • Review, challenge, and interpret stress test scenarios and sensitivity analyses, and model outputs to support risk-based decision-making.
    • Work closely with first line ALM and Investment and Finance teams to provide effective challenge on methodologies, assumptions, data, and risk mitigation strategies
    • Contribute to the design, enhancement, and governance of stress testing frameworks and controls related to IRRBB and structural balance sheet risks
    • Prepare and present in-depth historical and forward-looking analyses to support discussions with senior stakeholders and decision-making bodies.
    • Participate in the external disclosure and internal reporting processes, ensuring accuracy, consistency, and regulatory alignment


    Your team

    The ALM and Investment Risk Oversight team in the second line of defense provides independent oversight of the Bank's balance sheet and market related risks, including:

    • Interest Rate Risk in the Banking Book (IRRBB), including regulatory metrics and stress testing

    • Structural FX risk

    • Oversight of Treasury and investment activities

    The team plays a critical role in supporting senior management by delivering clear, timely, and risk based insights, while maintaining strong independence from the first line of defense.

    Requirements
    • University degree in a quantitative or finance related discipline
    • Minimum 5 years of relevant experience in risk management, treasury, or ALM, with strong IRRBB expertise
    • Very good understanding of balance sheet risk management, IRRBB frameworks, stress testing, and regulatory expectations
    • Ability to analyze, interpret, and challenge risk metrics, stress test results, and model outputs
    • Experience with data analysis and programming (Python, SQL, VBA, or similar)
    • Strong analytical mindset, attention to detail, intellectual curiosity, and sound judgment
    • Ability to communicate risk insights clearly and engage constructively with first line and senior stakeholders


    Minimum of 3 days per week in the office

    Languages:

    English, French

    Skills

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    ALM Capital Markets Commodity Risk Management Credit Risk Interest Rate Risk Management Market Risk Risk Analysis Risk Management Stress Testing Interest Rate Risk Interest Rate Risk in Banking Book Balance Sheet Management Multi-factor Risk Models

    Your benefits

    In addition to competitive compensation, upon hiring you'll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family.

    * Health and wellness program, including many options

    * Flexible group insurance

    * Generous pension plan

    * Employee Share Ownership Plan

    * Employee and Family Assistance Program

    * Preferential banking services

    * Opportunities to get involved in community initiatives

    * Telemedicine service

    * Virtual sleep clinic

    These are a few of the benefits available to you. We have an offer that keeps up with trends as well as your needs and those of your family.

    Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees' ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.

    We're putting people first

    We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees.

    We want our recruitment process to be fully accessible. If you require accommodation, feel free to let us know during your first conversations with us. We welcome all candidates What can you bring to our team?

    Come live your ambitions with us
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