Associate Treasury Risk Management - Montréal, Canada - National Bank of Canada

Sophia Lee

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Sophia Lee

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Description

A career as an Associate in the Treasury Risk Management team at National Bank means serving as a specialist in interest rate risk and funds transfer pricing (FTP).

It's through your skills in data management, your programming experience, and your knowledge of financial markets that you have a positive impact on the bank's Treasury risk management.


Your Role

  • Participating in various projects related to structural interest rate risk and transfer pricing.
  • Engaging in innovation projects in risk modeling and leading their implementation in the _Quantitative Risk Management_ (QRM) software, in collaboration with the modeling team.
  • Integrating new products and methodologies into QRM, including enhancements to FTP, interest rate risk (IRRBB), and forecasting.
  • Developing sophisticated balance sheet forecasting models using QRM software.
  • Implementing solutions and continuous improvements related to QRM software.
  • Assisting Treasury risk production and monitoring teams in their daily activities.
  • Staying informed about industry best practices and regulatory requirements related to interest rate risk (IRRBB), forecasting, and FTP.

Your Team


Within the Treasury Risk Management sector, you are part of a team of around thirty colleagues, reporting to the Director, Treasury Risk Management, Expertise and Innovation QRM.

You will be primarily responsible for implementing solutions and continuous improvements related to the QRM software and you will collaborate daily with a multidisciplinary team of treasury risk specialists in interest rate risk modeling and funds transfer pricing.


We prioritize a variety of continuous learning methods to enrich your development, including learning by doing, training content provided to you, and access to colleagues with different expertise, experiences, and diverse profiles to enrich your development from all perspectives.


Requirements:


  • Degree in a quantitative discipline related to the field (finance, economics, mathematics, computer science) and two years of relevant experience.
  • Knowledge of risk management and financial markets.
  • Experience in data extraction and manipulation with SQL, or any other languages/tools is desirable.
  • Proficiency in one or more programming languages.
  • Strong communication, simplification, and data analysis skills.
  • Ability to deliver quality results while meeting tight deadlines.
  • Proactivity, attention to detail, rigor, autonomy, and a curiosity for learning

Your benefits


In addition to competitive compensation, upon hiring you'll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family.


  • Health and wellness program, including many options
  • Flexible group insurance
  • Generous pension plan
  • Employee Share Ownership Plan
  • Employee and Family Assistance Program
  • Preferential banking services
  • Opportunities to get involved in community initiatives
  • Telemedicine service
  • Virtual sleep clinic
These are a few of the benefits available to you. We have an offer that keeps up with trends as well as your needs and those of your family.

Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees' ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.


We're putting people first
We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees.

Come live your ambitions with us

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