Director, Non-trading Market Risk Management

CIBC

Toronto, Canada
Hybrid
Economic value of equity (eve)
Earning-at-risk (ear)
Asset and liability management (alm)
You’ll provide strategic oversight on non-trading market risk measurements, including Economic Value of Equity (EVE) and Earning-at-Risk (EAR), ensuring robust analysis and clear recommendations for senior management

Job Summary

  • You’ll provide strategic oversight on non-trading market risk measurements, including Economic Value of Equity (EVE) and Earning-at-Risk (EAR), ensuring robust analysis and clear recommendations for senior management.
  • You’ll lead initiatives to evolve risk measurement and monitoring processes, collaborating with professionals across Capital Markets Risk Management (CMRM), Treasury, and business lines to drive innovative solutions.
  • At CIBC we enable the work environment most optimal for you to thrive in your role.

Matching Summary

You’ll provide strategic oversight on non-trading market risk measurements, including Economic Value of Equity (EVE) and Earning-at-Risk (EAR), ensuring robust analysis and clear recommendations for senior management.

Skills & Requirements

Must-have

  • Economic Value of Equity (EVE)
  • Earning-at-Risk (EAR)
  • asset and liability management (ALM)
  • interest risk of the banking book (IRRBB)
  • quantitative analyses
  • financial products across all asset classes

Nice-to-have

  • relationship-oriented bank
  • empowered at work
  • meaningful impact
  • innovative solutions
  • collective success
  • inclusive team

Key Requirements

  • 7-10 years of experience
  • Graduate degree in Quantitative Finance, Business, Financial Engineering or related
  • OSFI B-12 IRRBB guidelines knowledge
  • Python, SQL or other programming tool proficiency
  • Professional certification (CFA, CPA, FRM) considered an asset

Work Rights

Legally eligible to work

Tailored Resume

Cover Letter