Treasury Investment Risk Consultant at Vancity
Vancouver City Savings Credit Union • vancouver, Canada
Role Description
Drive impactful Treasury investment risk oversight with Vancity as a full-time Consultant. Utilize your analytical expertise to assess risks across portfolios, ensuring resilience and informed decision-making.
In this pivotal role, you will provide independent, second-line oversight for Vancity's Treasury investment risks, working directly with the Director of Treasury Risk Management. Your strong analytical skills will support various complex risk assessments, including spread, funding, and correlation risks. Join Vancity's commitment to social justice in this hybrid work environment.
Key Responsibilities:
• Oversee investment risks including spread and funding risks
• Develop and enhance quantitative market risk models
• Monitor daily market risk exposures and trade activities
• Design risk frameworks and reporting for senior management
• Assess funding structures and stressed market sensitivities
Requirements:
• Master’s degree in finance or related field<...
In this pivotal role, you will provide independent, second-line oversight for Vancity's Treasury investment risks, working directly with the Director of Treasury Risk Management. Your strong analytical skills will support various complex risk assessments, including spread, funding, and correlation risks. Join Vancity's commitment to social justice in this hybrid work environment.
Key Responsibilities:
• Oversee investment risks including spread and funding risks
• Develop and enhance quantitative market risk models
• Monitor daily market risk exposures and trade activities
• Design risk frameworks and reporting for senior management
• Assess funding structures and stressed market sensitivities
Requirements:
• Master’s degree in finance or related field<...