Senior Analyst, Market Risk Oversight – Enterprise Market Risk
Banque Nationale
montreal, Montreal Island, QC Canada
10d ago

This position reports to the Senior Manager, Market Risk Oversight Enterprise Market Risk.

You are interested in market risk management practices with respect to IRRBB, Structural FX, investment portfolios and the Bank’s Pension fund?

You want to apply your market risk knowledge to a variety of topics that that are of a strategic importance for the Bank?

You’re excited about a work opportunity that combines multiple fields of expertise such as risk management practices, quantitative analysis, IT, accounting rules and regulatory requirements?

If you answered yes to all of the above, you might be the ideal candidate for this Senior Advisor position.

Key responsibilities are :

  • Perform an effective risk oversight of key market risks managed by Corporate Treasury (i.e. IRRBB, Investments portfolio, Structural FX and Pension Fund);
  • Ensure that market risks are well identified, measured, communicated and controlled;
  • Analyse key market risk exposures as well as the economic and accounting performance of the Bank’s asset and liability management decisions;
  • Participate to the development of new measurement methodologies and make recommendation regarding existing methodologies and assumptions;
  • Participate in the implementation of new IRRBB regulatory requirements;
  • Analyse and communicate recommendations regarding the coherence between the Bank’s Fund Transfer Pricing practices and its key risk exposures;
  • Participate to important initiatives impacting the Market Risk sector;
  • Might have to replace occasionally Risk Oversight personnel located in foreign centers (London and New York).
  • Qualifications

  • Bachelor's degree in a related field and seven years' relevant experience OR Master's degree in a related field and five years' relevant experience OR University certificate and nine years' relevant experience
  • CFA, FRM and PRM designations are considered assets
  • Knowledge of derivatives markets and securities; quantitative methods associated with market risk management and general knowledge of Basel / OSFI requirements
  • Strong analytical and conceptual skills
  • High level of comfort with risk systems and analytical tools
  • Excellent leadership, communication and interpersonal skills
  • Bilingualism both spoken and written (English and French)
  • We strive to be an inclusive organization where all employees are valued. National Bank stands out for its many initiatives to promote inclusion, making it a Canada-

    Risk Management

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