Consultant, Risk Management - Finance and Treasury

We’re Vancity, a member-owned credit union built on the principles of inclusion and social justice. Since 1946, our relentless commitment to these values has helped us challenge the status quo and break down barriers. We’ve made bold commitments to become net-zero by 2040 across all mortgages and loans, and we’re actively pursuing strategies in Indigenous banking and financial resilience for our members.

As the largest private sector Living Wage Employer in Canada, we’re proud to be consistently recognized as one of the country’s Top Employers. If you’re ready to join our team of 2,300 diverse individuals, access competitive rewards and benefits, and be part of a greater movement - apply today!

Your Role in Supporting Our Members
As a  Consultant, Risk Management - Finance & Treasury , you will provide second-line oversight and independent challenge across capital adequacy, liquidity risk, and stress testing activities. You will play a key role in assessing whether Finance and Treasury strategies align with Vancity’s enterprise risk appetite and prudential regulatory expectations.

This is a highly analytical, hands‑on role focused on detailed capital and balance sheet risk assessment, stress testing execution, and governance support. You will translate complex quantitative outputs into actionable insights that inform senior leadership decision‑making and support long‑term financial resilience.

This is a  Full‑time, Permanent  role and will report directly to the Director, Capital & Stress Testing. Our head office is based in Vancouver, but we are open to candidates in BC and Ontario. While this position provides a hybrid work arrangement, you will be expected to be on‑site for events and business demands when needed.

How You’ll Make an Impact
Capital & Balance Sheet Risk Analysis

Perform detailed analysis of regulatory and internal capital metrics, capital forecasts, and buffer adequacy.

Assess the capital and liquidity implications of proposed funding strategies, pricing decisions, product changes, and balance sheet initiatives.

Identify emerging risks, concentration exposures, and forward‑looking pressures, recommending mitigation strategies where risk levels approach or exceed appetite.

Execute and interpret stress testing and scenario analysis across macroeconomic, interest rate, liquidity, and idiosyncratic stress scenarios.

Evaluate impacts on capital ratios, net interest income, liquidity metrics, and balance sheet composition.

Provide independent challenge on scenario design, assumptions, model outputs, and interpretation of results.

Identify vulnerabilities under stressed conditions and propose practical mitigation actions such as capital buffer adjustments or funding diversification.

Provide structured review and challenge of ICAAP inputs, capital forecasting assumptions, and Treasury funding plans.

Support ongoing enhancement of capital risk governance frameworks, documentation, and controls.

Prepare clear, concise reporting materials for senior management and governance committees, translating technical analysis into actionable recommendations.

Partner with Finance, Treasury, Enterprise Risk, and Model Risk teams to strengthen methodologies, improve data quality, and enhance risk measurement practices.

Contribute to continuous improvement of capital and stress testing processes to ensure regulatory alignment and operational effectiveness.

What You’ll Bring to the Team

Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Actuarial Science, or a related quantitative discipline.

MBA, MSc Finance, Financial Engineering, or similar advanced degree considered an asset.

Professional designation such as CFA, FRM, CPA, PRM, or equivalent risk certification preferred.

5-7+ years of progressive experience in capital planning, stress testing, ICAAP support, asset‑liability management (ALM), Treasury risk, or balance sheet analytics within a regulated financial institution or regulator environment.

Practical experience with regulatory capital frameworks and liquidity risk metrics (e.g., LCR, NSFR).

Exposure to IRRBB, earnings sensitivity modeling, and capital forecasting methodologies.

Experience…