Market Risk Analyst

Servus Credit Union

Job title:

Market Risk Analyst

Company

Servus Credit Union

Job description

Posting Closes: January 15th, 2025/ 4:00 pm/mstEmployment Status: Full-time; permanentHybrid: Servus Corporate Offices are located in Edmonton and Calgary, interested candidates will be required to work from an office on an occasional basis as defined by the department.Servus Credit Union is Alberta’s largest member-owned credit union, known for building strong, resilient communities by helping our members feel good about their money. One of Canada’s Best Managed Companies for 20 consecutive years and ranked as one of the top banks in Canada on Forbes World’s Best Banks list for two years in a row, we are a team of smart, gutsy, and driven individuals.We are looking for a Market Risk Analyst to join our Treasury team!Reporting directly to the Leader of Market Risk, the Market Risk Analyst is responsible for contributing to the management of the interest rate risk and other market risks the Credit Union is exposed to. The successful candidate will produce risk assessments, including margin forecasting, and execute trades as directed.The scope of this role includes execution of a Funds Transfer Pricing program, measurement of mortgage rate commitments, and comprehensive modelling of the Credit Union’s interest rate risk positioning.More specifically, the scope of your responsibilities will include, but are not limited to:

  • Execute the asset-liability management (ALM), interest rate risk, and market risk management function of the organization. Provide insights to the Leader of Market Risk and Head of Treasury to support prudent management of interest rate risk.
  • Assist in managing the risk exposure in the mortgage pipeline by accurately measuring risk exposure on a timely basis and executing required hedging trades.
  • Execute the Funds Transfer Pricing (FTP) program accurately and on a timely basis. Support the Leader of Market Risk in refining FTP methodologies applied to individual banking products, including embedded option costs.
  • Assist in the day-to-day management of forex transactions and forex exposure management.
  • Assist with structuring, execution, and hedging of equity-linked deposits.
  • Perform regular assessments of hedge effectiveness and adjust strategies accordingly.
  • Complete regulatory and risk reporting within scope of the team’s mandate and as required by ALCO and external regulatory authorities.
  • Assist in the development and implementation of policies related to interest rate risk or market risk management; provide input on policy changes based on industry conditions or regulatory updates.

RequirementsExperience and Education:

  • Strong understanding of capital markets, investment theory, and the technical skills needed to quickly and accurately synthesize risk insight from data.
  • Intermediate or better proficiency in software such as Bloomberg, SQL, Excel, PowerQuery, etc.
  • Bachelor’s degree or higher in economics, finance, business administration, or a related field.
  • A Master’s degree is considered an asset but is not required.
  • Relevant professional designation (such as CFA, FRM, etc.) or equivalent experience is considered an asset.
  • Minimum 3+ years’ experience in bank Treasury and/or Asset-Liability Management.

Most importantly, we are looking for candidates with a passion for helping our members and businesses succeed. If you are a Market Risk Analyst looking for long-term career growth, then we encourage you to apply!BenefitsWorking for Servus has outstanding benefits. In addition to standard benefits like health and wellness, vacation and retirement savings programs, we also provide other important benefits such as:

  • Training & Development Opportunities
  • Career Advancement Potential
  • Flexible work options
  • Competitive Compensation including performance-based incentive pay
  • Meaningful work towards individual and corporate goals
  • Opportunities to get involved and give back through an employee volunteer program

For information about these benefits and more,At Servus, our employees are also members. This means you’ll have all the benefits of being a member of the credit union including profit sharing, voting for the board of directors, and all of the services we provide … with a few additional perks!What happens next?Only those applicants selected for an interview will be contacted. Should you require any accommodations during the hiring process, please advise us at that time.Discover a sense of belonging amongst a team of unique, authentic individuals working together to reimagine financial fitness. We value and celebrate the richness that diverse backgrounds and experiences bring to our community. Your skills, passion, and curiosity may find a sense of belonging at Servus, so even if you don’t check every box we encourage you to apply!#indh

Expected salary

Location

Edmonton, AB

Job date

Wed, 25 Dec 2024 23:38:39 GMT

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