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There's something special about working at ATB, and it's been recognized on every top employer list that matters. Maybe it's our exceptional culture where your total wellness is supported through market-leading benefits and you're free to bring your whole self to work. Maybe it's our commitment to a growth mindset and our unrelenting thirst for making it possible for fellow Albertans—even the ones who aren't our clients.

Whatever it is, you won't 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.

Department: Market Risk

Job Number: REQ7544

Location: Calgary or Edmonton (Hybrid within Alberta)

Apply by: May 9, 2024

Paygrade: J - OTH

System Title: Market Risk Mgr 5

# Positions available: 1

Leader Name: Manager, Market Risk

Work Arrangement: Hybrid: You'll work both remote and onsite, where time onsite is based on your job accountabilities and performance objectives.

As ATB's next Risk Analyst, Market Risk, you will provide in-depth analysis and monitoring of ATB Capital Market's derivatives business activities, assist with market and liquidity risk limit calibration, and development of new metrics. The analyst will support second-line of defence risk monitoring for ATB's derivatives portfolio and capital markets securities trading activities.

As a Risk Analyst, you will find success based on your ability to contribute to the second line of defence function in the following areas:

• Scenario analyses and implementation of risk platform process enhancements
• Product control management processes in data analytics & reporting
• Review of counterpart limits in transactional and client management systems
• Client mark to market valuation modelling, review, reporting, and entitlements management
• Counterparty risk associated with derivatives exposures
• P&L reporting relating to derivatives trading activities in OTC and cleared markets
• Structured, non-standard, and new products derivative transactions across asset classes
• Market & liquidity risk model, monitoring, and analyses (e.g., limit calibration & new metrics)

Requirements

As the ideal candidate you possess:

• Demonstrated aptitude for learning with a relevant degree and/or certification (e.g., FRM, CFA)
• A keen interest in financial markets and risk management. For example, demonstrated interest/experience with:

• Quantitative risk modelling approaches and systems
• Macroeconomic impacts
• Strong communication skills

• Financial Services experience with a focus on market, liquidity, and / or derivative credit risk management

At ATB, we know that as you develop in your career, you gain many transferable skills. If you believe your experience and qualities are a match for this position, please consider applying.

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!

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