Join one of Canada’s leading banks in a strategic risk oversight position that connects Asset Liability Management (ALM) to the broader balance sheet. This is a second line of defense role providing independent challenge, governance, and reporting on structural market risk in the Banking Book. You’ll partner with Treasury, Finance, and senior leadership to ensure risk is measured accurately, limits are respected, and governance frameworks are robust. If you’re passionate about IRRBB, ALM, and influencing strategic decisions, this is an opportunity to make a real impact. Base pay range $100,000.00/yr - $120,000.00/yr What You’ll Do Monitor and challenge IRRBB metrics (Economic Value of Equity, PV01, Earnings at Risk). Oversee structural market risk limits, investigate breaches, and drive executive sign‑off. Prepare committee materials for senior leaders (Market Risk & Corporate Treasury). Maintain and enhance risk governance frameworks, policies, and standards. Act as a trusted advisor to business groups, influencing methodology and assumptions. Support regulatory audits, attestations, and ensure compliance with OSFI guidelines. What We’re Looking For 5–7+ years in Treasury, ALM, or Market Risk (Banking Book focus). Hands‑on experience with IRRBB metrics and structural market risk oversight. Strong knowledge of risk policy frameworks and regulatory requirements. Nice to Have: QRM experience, CFA designation, quantitative modeling skills. Seniority level Mid‑Senior level Employment type Full‑time Job function Finance Industries Banking #J-18808-Ljbffr
Structural Market Risk Oversight Manager
INSIGHT GLOBAL
toronto, toronto
Published 27 days ago
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