Step into the critical role of Associate Director in ALM at Scotiabank in Toronto. Lead reporting and analysis of interest rate risks to ensure compliance and strategic insights.
In this pivotal role, you'll manage Structural Interest Rate Risk (SIRR) and Interest Rate Risk in Banking Book (IRRBB), ensuring adherence to internal limits and regulatory requirements. Your analytical prowess will allow you to interpret balance sheet fluctuations and provide actionable insights for management. Additionally, you’ll work on initiatives to enhance data management within the ALM framework.
Key Responsibilities:
• Lead ALM reporting to align with business strategies
• Analyze SIRR exposures and prepare management reports
• Prepare regulatory documentation under OSFI B-12
• Ensure compliance with RDARR on sourced data
• Participate in quantitative risk management projects
Requirements:
• Degree in Business, Finance, or equivalent
• Minimum 5-10 years relevant experie...