Associate Director, ALM Strategy (Toronto)

Associate Director, ALM Strategy – Requisition ID:
The roleBalance Sheet Management within Group Treasury, responsible for developing policies and a strategic framework for the bank’s Structural Interest Rate Risk (SIRR) and Structural Foreign Exchange Risk (SFER). The role involves managing dynamic exposures due to embedded optionality and customer behaviours, and acts as a central point of contact for developing and operationalising processes with stakeholders across Finance, Risk, Accounting policy, capital management, and hedge accounting.
The associate director reports to senior management and various Asset & Liability committees (Alco) and presents to senior management and Alco committees.
ResponsibilitiesWork with internal systems and data to enhance the bank’s structural interest rate risk management framework, facilitating assessment of potential opportunities and risks.
Maintain and enhance balance sheet reporting models to support hedging decisions.
Research...