Senior Director, Asset and Liability Management (ALM)

The Core Responsibilities!

Design and oversee execution of interest rate risk management strategies, analyzing exposures and implementing mitigation measures, including the use of hedging instruments.

Develop and optimize the bank’s treasury investment strategies, ensuring alignment with risk appetite and maximizing returns within regulatory guidelines.

Lead the development, implementation, and management of sophisticated ALM models to assess market risk on the balance sheet.

Perform scenario analysis and stress testing to evaluate the impact of interest rate movements and market conditions on the bank’s financial position, including support for the bank’s stress testing programs (EWST, MST) and capital evaluation process (ICAAP).

Ensure adherence to regulatory requirements, such as OSFI’s Market Risk Management Guideline.

Collaborate with Treasury, Risk, Finance, and other internal teams to align ALM strategies with organizational ...