Bachelors degree in Math, Finance or related field willing to accept foreign education equivalent plus four 4 years of experience enterprisewide risk management, quantitative methodologies and banking products and their risk characteristics. Specific skillsother requirements Must also possess the following quantitative experience requirements not applicable to this section Experience must include the following Measuring, analyzing, and overseeing of U.S. and Canadian risk management regulations, per OSFI and Fed homehost jurisdiction guidelines; measuring and analyzing line of business structural market and liquidity risk positions and their drivers; performing related stress testing; and providing product pricing and liquidity transfer insights; creating structural balance sheets, including their data requirements and assumptions framework for risk measurement and modeling, accurate segmentation and reporting, and regulatory applications; conducting reviews of modelling assumptions, their validation and ongoing performance. Creating technical procedures and methodology that support operation of balance sheet risk management; interacting on a crossfunctional basis with other departments and providing analysis and recommendations while monitoring related regulatory developments and requirements; performing quantitative analysis and reporting for stakeholder and executive audiences, to track key changes over time; working with regulatory examinations and other requirements by providing information and analysis as required; supplying data to risk, auditors, and regulators in response to inquiries into companys risk reporting measures and assumptions; and creating and maintaining production reports on key metrics for risk management and regulatory requirements. Identify trends to inform decisionmaking and understand risk drivers.
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