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Interest Rate Risk Analyst

ATB Financial9 days ago
Hybrid
Edmonton, AB
Mid Level

About the role

Job ID

2260

Work Type

Hybrid

Business unit

CFO Portfolio

Pay grade

J - OTH

Apply before

16 December 2025

Number of openings

1

Posting type

Internal & External

At ATB, we exist to make it possible for our clients, team members and communities. Our purpose is more than aspirational. It's a real commitment we live every day through our values (what we call the ATB ID).

Life at ATB is about more than work. In fact, we’re consistently recognized as one of Canada's top employers thanks to our high-care, high-performance culture, upheld by the three commitments we make to our team members:

Impact in action: No matter where you are in the organization, you're empowered to make an impact in the lives of our clients and communities.

Thrive together: We want you—the unique, authentic you—to feel safe and celebrated at work. We're on a continuous journey to build the most flexible and inclusive programs.

Ready for tomorrow: We want to enable your success through interesting and challenging work, performance enablement, and learning and development.

About the Role

As ATB’s next Interest Rate Risk Analyst, you will be responsible for defining, maintaining and monitoring ATB’s asset liability management (ALM) model through the use of modeling techniques and advanced analytics of public market interest rates, banking product structures, and client behaviors, such that the banks’ interest rate risk, funding risk and liquidity risk is centrally managed, while promoting an optimal balance sheet.

Accountabilities

  • Develop, execute and maintain the data solutions for Treasury Asset Liability Management (ALM) functions, ensure daily and monthly ETL (Extract, Transform and Load) processes run seamlessly
  • Execute and maintain the ALM model to ensure measurement of key ALM metrics (such as e.g., EVE at risk and NII at risk) are in line with regulatory requirements
  • Review, interpret and implement regulatory changes and internal product behavior studies to ALM modeling and internal pricing methodologies
  • Document modeling assumptions and model change logs
  • Review and analyze the model outputs
  • Communicate complex modeling concepts and ALM metrics to internal stakeholders and collaborate effectively with diverse teams
  • Monitor, interpret and analyze macroeconomic and market trends, and global financial markets, focusing on implications to ATB with respect to interest rate risk positions

Knowledge, Skills and Experience

  • Bachelor's degree in Economics, Math, Finance, Business administration or related field (working towards CFA, FRM or other related professional qualifications is required)
  • 3+ years of industry and relevant experience
  • Data management and analysis skills (SQL and Excel required)
  • Financial Services Domain Knowledge: Corporate Lending, Deposit Products, Loan / Retail Lending, Bonds, Derivatives
  • Knowledge of treasury risk modeling and reporting and regulatory risk management
  • Knowledge of Asset Liability Management and Interest Rate Risk in the Banking Book (IRRBB)
  • Strong communication skills in the explanation of complex modeling concepts to senior management and non-Treasury audiences
  • Proven track record of attention to detail and accuracy in a regulatory or quantitative environment
  • Ability to work in a fast paced environment and learn quickly on unfamiliar tasks

Workplace Arrangement

This position has a hybrid work arrangement. On average, this means 1 day on-site per week. Please note that this is subject to change due to business priorities.

Don’t meet all the requirements on the list?
A resume only goes so far in expressing who you are and the unique perspectives you bring. If you believe your skills and experience align with the role—but you might not check all the boxes—we want to hear from you. We encourage candidates from all work backgrounds, equity-seeking communities and experience levels to apply. If you’re seeking a career where your drive, perspective and growth are celebrated, we want to hear from you.

We’re dedicated to building a workforce reflective of those within our communities, and a culture where our team members are equipped with what they need to succeed—their way. Part of creating an inclusive workplace is recognizing our role in advancing Truth and Reconciliation. We are committed to meeting and exceeding the standards set out in the Partnership Accreditation in Indigenous Relations program created by the Canadian Council for Aboriginal Business.

What happens next?
If you are shortlisted, you’ll hear from us after the posting closes. Check out our How We Hire page to learn more about our hiring process. If you need any accommodations throughout this process, please let us know at talentteam@atb.com

Stay in touch
We’re excited that you’re interested in a career with ATB. Follow us on LinkedIn, Facebook and Instagram to learn more about what our team is up to.

About ATB Financial

Banking
5001-10,000

For more than 85 years, ATB has been reimagining the way we do business. We’ve grown from one small treasury branch into Alberta’s largest provincially based financial institution, and we don’t have any plans to slow down now. We power possibility for our clients, our team members and our province—and we’re leading the way to a sustainable, innovative and prosperous future.

About ATB Financial

With $62.0 billion in assets, ATB Financial is a leading financial institution that started in Alberta with the focus of putting people first. Our success comes from our more than 5,000 team members who love to deliver exceptional experiences to over 820,000 clients across our Personal and Business Banking, ATB Wealth Management and ATB Capital Markets businesses. ATB provides expert advice, services and products through our many branches and agencies, our 24-hour Client Care Centre, four entrepreneur centres and our digital banking options. ATB powers possibilities for our clients, communities and beyond.