ALM Risk Manager
On-site · Toronto, Ontario, Canada
Job Summary
ALM Risk Manager leads end-to-end market risk reporting for the bank's ALM program, focusing on IRRBB and non-trading market risks. The role involves providing timely, accurate market risk reporting and analysis, understanding drivers/trends, and communicating risk context. Responsibilities include developing and maintaining methodologies for market risk, partnering with enterprise risk teams to deliver insights, enhancing risk control processes, building consolidated datasets of banking book positions and risk metrics, and developing reporting tools using Python and SQL with visualizations in Tableau. Familiarity with Bloomberg, Excel, VBA, and SQL for handling large datasets is required; experience in migrating reporting tools to an execution framework is a plus.
Required Qualifications
- Must-have degree in a financial or quantitative discipline.
- Prior experience in a market risk or ALM capacity.
- Understanding of fixed income, linear interest rate derivatives, repo, and FX products; knowledge of market risk concepts (sensitivity measures, stress testing, IRRBB metrics) is required.
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