Job Description
Consultant, Treasury Investment Risk
Role: Provide independent second‑line oversight of risks arising from Treasury investment activities. Evaluate and challenge investment risks such as spread, funding, hedging, correlation, and tail risks to keep within risk appetite. Strengthen balance‑sheet resilience and support senior decision‑making.
Location: Vancity head office, hybrid work arrangement with on‑site requirements. Full‑time, permanent.
Responsibilities
- Independently oversee investment risks of the Treasury portfolio including spread risk, funding, liquidity, hedging residual (basis) risk, correlation risk, and tail risk.
- Develop and maintain quantitative market risk models (VaR, stress testing, scenario analysis) to support risk oversight.
- Monitor daily risk exposures, limit utilization, and trade activity using Bloomberg AIM; identify emerging risks and imminent breaches.
- Lead the design and enh...