About the role

This position has a hybrid work arrangement. On average, this means 2 days on-site per week. Please note that this is subject to change due to business priorities.

As ATB's next Director, Interest Rate Risk (IRR), a critical strategic anchor within our Treasury Asset Liability Management (ALM) team, you will lead the quantitative modeling and regulatory reporting architecture for Interest Rate Risk in the Banking Book (IRRBB), directly safeguarding the bank's non-trading balance sheet from adverse macroeconomic volatility. In this role, you will transform complex balance sheet simulations into high-impact strategic insights for the Asset-Liability Committee (ALCO), directly driving the bank's structural hedging decisions and ensuring strict compliance with regulatory guidelines. This position demands a proven track record of managing and developing a team, outstanding communication and interpersonal capabilities, and progressive experience in IRRBB management and modeling within Canadian financial institutions.

Accountabilities

• Strategic Impact & Treasury Alignment: Translate complex IRRBB risk metrics into actionable balance sheet strategies, influencing internal macro-hedging actions designed to protect the bank's net interest margin.
• Regulatory Architecture & Reporting: Own the end-to-end production, validation, and submission of regulatory reports, ensuring compliance with OSFI B-12 guidelines and Basel Pillar 3 disclosure requirements.
• Advanced Quantitative Risk Modeling: Execute and continuously improve Economic Value of Equity (EVE) and Net Interest Income (NII) at Risk simulations and formulate stress testing scenarios tailored to the Canadian macroeconomic landscape.
• Model Governance & Stakeholder Engagement: Maintain exceptional model documentation and data lineage standards, defending core assumptions and methodologies to Second-Line of Defense oversight while developing strong partnerships with both internal and external stakeholders.
• Team Leadership, Development & Collaboration: Champion a high-performance culture by leading, mentoring, and actively developing a team of IRR professionals. Drive strategic innovation and professional growth while fostering cross-functional collaboration across the broader ALM and Treasury teams.

Skills, experience & requirements

• Professional Credentials: A CFA charterholder and/or FRM designation, complemented by a master's or bachelor's degree in Economics, Mathematics, Statistics, Finance, Business, or a related field.
• Extensive Experience: Seven or more years of experience in Treasury, Asset Liability Management, Balance Sheet Management, or Interest Rate Risk Management supplemented by functional knowledge of hedge accounting.
• Regulatory Knowledge: Deep, technical familiarity with Canadian banking regulations, specifically OSFI Guideline B-12 and international Basel Committee (BCBS) framework standards for IRRBB.
• Technical Expertise: Direct, hands-on experience utilizing institutional ALM modeling software coupled with advanced proficiency in SQL and scripting experience in Python. Knowledge and/or previous experience with GCP platforms (BigQuery) and banking ERP systems (SAP) is considered a strong asset.
• Communication & Influence: A proven ability to synthesize complex quantitative data into clear, compelling narratives and presentations for senior executives, Second and Third-Lines of Defence, and regulatory stakeholders.

Don't meet all the requirements on the list?
A resume only goes so far in expressing who you are and the unique perspectives you bring. If you believe your skills and experience align with the role-but you might not check all the boxes-we want to hear from you. We encourage candidates from all work backgrounds, equity-seeking communities and experience levels to apply. If you're seeking a career where your drive, perspective and growth are celebrated, we want to hear from you.

We're dedicated to building a workforce reflective of those within our communities, and a culture where our team members are equipped with what they need to succeed-their way. Part of creating an inclusive workplace is recognizing our role in advancing Truth and Reconciliation. We are committed to meeting and exceeding the standards set out in the Partnership Accreditation in Indigenous Relations program created by the Canadian Council for Aboriginal Business.