Job Description

Contribute to the buildout and ongoing refinement of a stress testing framework. Ensure that scenarios are appropriately calibrated for the breadth and complexity of CCR at ATB, and assess the impact of these scenarios on our credit portfolios. Support the integration of stress test outcomes into daily risk management processes and limit calibrations. Provide critical challenge and rigorous oversight of a counterparty's derivative and cash product credit exposures, including settlement and delivery vs. payment (DVP) risk. Provide oversight of trading book collateral, focusing on key terms like Minimum Transfer Amount (MTA), Margin Period of Risk (MPR), and thresholds that influence collateral exchange forecasts. Provide coverage and support in developing the XVA area in close collaboration with the XVA team. Support and collaborate with the Treasury Capital Markets team with respect to CCR capital calculations and initiatives. Provide analysis and guidance on how trading activities impact capital and contribute to our regulatory compliance efforts. Support regulatory examinations and audit requests by providing accurate data and explanations for our CCR oversight activities. Provide comprehensive analysis on risk trends, relating them back to the CCR risk profile and articulating respective desk strategy around pertinent risk mitigation. Participate in new product assessments, strategic risk architecture enhancements, and ensure that key details like Minimum Transfer Amounts (MTAs) and thresholds are correctly implemented. Contribute to the development and continuous improvement of risk policies, frameworks, and procedures, including creating new policies where they do not currently exist, with a focus on practical implementation and efficiency. A degree in Finance, Economics, Mathematics, Statistics, Financial Engineering, or a related quantitative field. 5-8 years of progressive experience in a financial risk management role with a strong focus on counterparty credit risk and derivative products. Proven experience in risk modeling and data analysis. A deep understanding of derivative pricing, risk-neutral and real-world modeling frameworks, and exposure metrics (PFE). Experience with regulatory frameworks such as OSFI and Basel is highly valued. Direct experience with Murex and Google BigQuery is a strong asset. The ability to influence strategic initiatives and represent CCR in governance forums. You'll also have the opportunity to participate in ATB's formal mentorship program, which pairs individuals with senior leaders and provides opportunities to mentor colleagues in other teams. A degree in Finance, Economics, Mathematics, Statistics, Financial Engineering, or a related quantitative field. 5-8 years of progressive experience in a financial risk management role with a strong focus on counterparty credit risk and derivative products. Proven experience in risk modeling and data analysis. A deep understanding of derivative pricing, risk-neutral and real-world modeling frameworks, and exposure metrics (PFE). Experience with regulatory frameworks such as OSFI and Basel is highly valued. Direct experience with Murex and Google BigQuery is a strong asset. The ability to influence strategic initiatives and represent CCR in governance forums. You'll also have the opportunity to participate in ATB's formal mentorship program, which pairs individuals with senior leaders and provides opportunities to mentor colleagues in other teams. Counterparty Credit Risk Management & Measurement (PFE, etc.) Data Analysis & Reporting Financial Instruments & Capital Markets Stakeholder Management & Collaboration Policy & Framework Development Problem-Solving & Critical Thinking Regulatory Compliance A resume only goes so far in expressing who you are and the unique perspectives you bring. If you believe your skills and experience align with the role-but you might not check all the boxes-we want to hear from you. We encourage candidates from all work backgrounds, equity-seeking communities and experience levels to apply. If you're seeking a career where your drive, perspective and growth are celebrated, we want to hear from you. We're dedicated to building a workforce reflective of those within our communities, and a culture where our team members are equipped with what they need to succeed-their way. Part of creating an inclusive workplace is recognizing our role in advancing Truth and Reconciliation. We are committed to meeting and exceeding the standards set out in the Partnership Accreditation in Indigenous Relations program created by the Canadian Council for Aboriginal Business. What happens next? If you are shortlisted, you'll hear from us after the posting closes. Check out our How We Hire page to learn more about our hiring process. If you need any accommodations throughout this process, please let us know at talentteam@atb.com Stay in touch We're excited that you're interested in a career with ATB. Follow us on LinkedIn, Facebook and Instagram to learn more about what our team is up to.

Skills Required