Vancity
Senior Analyst in Treasury Investment Risk
Job Description
Join Vancity as a Senior Analyst focused on Treasury Investment Risk. This pivotal hybrid role involves overseeing risks, developing market models, and supporting senior-level decision-making.
As a key player in Vancity's risk management team, you will independently assess investment risks including spread, funding, and correlation risks. This position emphasizes your analytical skills, solid judgment, and the ability to provide constructive challenges in a dynamic financial landscape. By actively monitoring market exposures and leading the enhancement of risk frameworks, you will fortify balance-sheet resilience and influence critical business decisions.
Key Responsibilities: • Oversee investment risks particularly for Treasury portfolios • Develop market risk models including VaR and stress testing • Monitor daily market activities and compliance with limits • Design and improve Treasury risk methodologies and reporting • Produce risk dashboards for ALCO and managem...
As a key player in Vancity's risk management team, you will independently assess investment risks including spread, funding, and correlation risks. This position emphasizes your analytical skills, solid judgment, and the ability to provide constructive challenges in a dynamic financial landscape. By actively monitoring market exposures and leading the enhancement of risk frameworks, you will fortify balance-sheet resilience and influence critical business decisions.
Key Responsibilities: • Oversee investment risks particularly for Treasury portfolios • Develop market risk models including VaR and stress testing • Monitor daily market activities and compliance with limits • Design and improve Treasury risk methodologies and reporting • Produce risk dashboards for ALCO and managem...