Director Interest Rate Risk

Own and lead the independent oversight of IRRBB, including key risk identification, forward-looking analysis, and emerging risk assessment.,Define, review, and challenge risk metrics, limits, early warning indicators, and escalation thresholds in alignment with the Bank's risk appetite and regulatory expectations.,Oversee and critically assess stress testing frameworks, scenarios, and assumptions to ensure material risk drivers, behavioral dynamics, and tail risks are appropriately captured.,Provide credible and independent challenge to first-line teams regarding methodologies, models, assumptions, hedging strategies, and balance sheet positioning.,Ensure strong governance of IRRBB measurement, stress testing, disclosure, and documentation processes, including regulatory interactions.,Clearly communicate risk exposures and analytical results to senior management, committees, and key stakeholders to support informed decision-making.

University degree in a quantitative or finance related discipline.,Minimum 7 years of relevant experience in risk management, treasury, or ALM, with strong IRRBB expertise.,Deep understanding of balance sheet risk management, IRRBB frameworks, stress testing, and regulatory expectations.,Proven ability to challenge complex risk methodologies and senior stakeholders with credibility and sound judgment.,Experience leveraging data, analytics, and models to support risk oversight and decision making (Python, SQL, or similar tools an asset).,Demonstrated leadership and a proactive mindset in identifying and addressing risk issues.,Strong governance mindset, with attention to controls, documentation, and supervisory expectations.

University degree in a quantitative or finance related discipline

Minimum of 3 days per week in the office.