As a Senior Analyst in Middle Office in Capital Markets and Treasury Risk Management team at National Bank, you'll be a specialist in Market Risk. With your rigor, resourcefulness, and innovation, your experience of financial markets and your knowledge of market risk measurement calculations (P&L, Greeks, VAR), you'll have a positive impact on the bank risk management.
Your role: - Run the daily production and analysis of Risk, Compliance, and P&L report
- Support ongoing investigations and validations link to the different risk measures (VaR, stressed VaR, stress-testing, back-testing, greeks, P&L)
- Evaluate and do the follow up on compliance limits and risk covering of a wide range of assets class and portfolios including equity, derivatives, fixed income, commodities and FX
- Develop IT process and participate in process migration to AWS
- Collaborate with various sectors of the Bank: Front Office, Risk Oversight, Operations, IT, Model Development, Governance, Credit, Accounting, Audit
Your team: As part of the Middle Office, you'll be on a team of 40 colleagues and you'll report to the Manager - Middle Office. Our team stands out for its collaboration, its expertise and mainly for the talent development
. We offer a wide range of ongoing learning opportunities for your development, including hands-on learning, training courses and collaborating with colleagues who have varied expertise and profiles.
Prerequisites: - Successfully completed Bachelor's/Master's in finances or any quantitative field or relevant experience
- 1-3 years of relevant experience with highly technical requirements would be a strong asset
- Excellent knowledge of Financial Markets, Derivatives and evaluation method would be desired
- Successful completion or in the process of receiving the CFA, FRM, PRM, ERP designation, is considered an asset
- Demonstrated leadership and teamwork capabilities
- Mastering of Microsoft Office (Excel et Access)
- Programming skill - VBA, Python, SQL would be beneficial
Languages: English, French
Reason to require this language: you will need to work closely with our colleagues outside Quebec.
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Artificial Intelligence Diversity & Inclusion Equity Capital Markets Financial Markets Market Risk Python Teamwork Cybersecurity Empathy Initiative Learning Agility Resiliency Market Risk Management Risk Analytics
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 such as:
* 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
* Involvement in community initiatives
* Telemedicine service
* Virtual sleep clinic
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 value employees' ideas. Whether through our surveys or programs, regular feedback and ongoing communication are encouraged.
