OUR BOTTOM LINE IS DIFFERENT. There\xe2\x80\x99s something special about working at ATB, and it\xe2\x80\x99s been recognized on every top employer list that matters. Maybe it\xe2\x80\x99s our exceptional culture where your total wellness is supported through market-leading benefits and you\xe2\x80\x99re free to bring your whole self to work. Maybe it\xe2\x80\x99s our commitment to a growth mindset and our unrelenting thirst for making it possible for fellow Albertans\xe2\x80\x94even the ones who aren\xe2\x80\x99t our clients. Whatever it is, you won\xe2\x80\x99t find a more genuine, driven and knowledgeable group of humans anywhere. We foster a culture of purpose, performance and possibilities. We engage with intense curiosity, and bring our whole selves to work, every day. We know it starts with people like you, so take a chance and start with us.

Job Number: REQ6059
Location: Calgary or Toronto
Apply by: April 20, 2023
Paygrade: O-OTH
System Title: Market Risk Manager 10
# Positions available: 1
Leader: Nancy Peck
ATB Capital Markets, a division of ATB Financial, is a fully integrated broker dealer providing a full suite of financial service solutions for the treasury, finance, capital markets and advisory needs of its corporate clients including:

• Corporate banking, loan syndications and project finance
• Debt capital, equity capital and financial markets
• Institutional sales and trading
• Fixed Income Trading
• Expert advice on mergers and acquisitions, divestiture and private equity
• Institutional research to leverage industry and sector insight

As ATB Capital Market\xe2\x80\x99s next Market Risk Manager supporting our Financial Market Group and Fixed Income and Equity Trading teams, you will measure and monitor market risk using various modeling techniques, as well as develop and implement risk management strategies that abide by risk appetite while helping achieve ATB strategic goals. Responsibilities:

• In partnership with the broader enterprise, sets long term vision, plan, and governance for the Market Risk practices at ATB Capital Markets, with particular focus on fixed income, equity trading, and derivative trading

• Leads the design and maintenance of effective policy, approval and communication processes relating to limit structure, live monitoring of positions and adherence to risk appetite
• Leads the development of new initiatives and sees their implementation through end-to-end

• Advises ATB Capital Markets leaders and executives on best-in-class market risk practices, methodologies, etc.

• Drives the development of Market Risk knowledge among themselves, ATB Capital Markets teams, and broader enterprise as needed

• Measure and monitor market risk using modeling techniques such as scenario modeling, Value at Risk, quantitative analysis, and position monitoring
• Provide analysis and commentary on changes in risk positions and their impact on key risk measures such as VaR and Stress.
• Provide guidance for policy development in relation to market, trading credit and/or liquidity risk as it relates to trading/derivative products
• Act as a trusted advisor to test business decisions against risk appetite
• Maintains expert knowledge of leading market risk practices, and determines their applicability within the ATB context - understanding the strengths and limitations of risk models and data

• Liaison with relevant risk management groups to recommend risk limits based on market risk exposures
• Maintain and assess Regulatory margin requirements with appropriate summary reports to ensure appropriate capital levels
• Understand and analyze changing risk elements in the context of a rapidly growing Capital Markets firm
• Lead the design and maintenance of effective policy, approval and communication process relating to limit structure, live monitoring of positions and adherence to risk appetite

Requirements

• Bachelor\'s degree in Business or STEM (Science, Technology, Engineering and Math)
• Post-graduate degree in Business or STEM fields and/or a certification: Financial Risk Manager (FRM), Professional Risk Manager (PRM), Chartered Financial Analyst (CFA) would be an asset
• Experience working with diverse partners across the organization, including compliance, risk and others
• Experience with interest rate derivatives and financial data analysis
• Capital Markets experience within the Canadian Banking System, particularly in the compliance and risk management space focusing on areas of fixed income, equity trading, and derivatives trading

At ATB, we know that as you develop in your career, you gain many transferable skills. If you believe your experience and qualities are what we are looking for, please consider applying! Interested? If you know one of our team members, BEFORE applying, reach out to them and ask them for a referral link to help your application stand out. Online applications are preferred. Please let us know if you require any accommodations. Benefits Be great. Be you. Believe. We are dedicated to building a workforce reflective of the diversity within our communities and creating an environment where every team member has what they need to reach their potential. We encourage candidates from all equity-seeking groups to apply. What happens next? Thank you for applying online. If you are shortlisted for this opportunity, you will hear from us after the posting close date regarding next steps. We might ask you to participate in a digital interview or phone interview. If you require any accommodations, please let us know. Stay in touch! ATB is excited to know you\xe2\x80\x99re interested in a career with us! Follow us on LinkedIn, Facebook and Instagram to get the inside scoop on what our team is up to.