ALM Risk Manager

Overview

The enterprise Balance Sheet and Liquidity Risk management (BSLR) – ALM team provides independent risk reporting and comprehensive oversight for the bank’s interest rate risk in the banking book (IRRBB) and non-trading market risks across different business lines and jurisdiction.

The Manager will support senior management in the development, implementation, and communication of complex risk management policies and processes. Applies extensive, in-depth knowledge, skills, and practices to perform complex assignments.

Responsibilities

• Provide timely accurate and complete market risk reporting and analysis by taking ownership of the end-to-end processes that facilitate the reporting stream.
• Understand, analyze and communicate the drivers, trends of risks for RBC and key sub-portfolios, and provide context therein with respect to changes in the market risk profile.
• Develop and maintain a thorough understanding of...