Market risk expertise meets daily analysis at National Bank for a Senior Middle Office Analyst supporting Capital Markets and Treasury Risk Management.
This specialist role focuses on financial markets, risk measurement calculations, and reporting. You will apply knowledge of P&L, Greeks, and VaR while supporting investigations and validations. The position also involves compliance monitoring, process development, and collaboration across the Bank.
Key Responsibilities:
- Produce and analyze daily Risk, Compliance, and P&L reports
- Investigate and validate VaR, stress testing, Greeks, and P&L measures
- Follow compliance limits across diverse asset classes and portfolios
- Develop IT processes and support migration to AWS
- Collaborate with Front Office, Risk, Operations, and IT
Requirements:
- Master's degree in finance, quantitative field, or relevant experience
- One to three years of relevant technical experience
- Strong knowledge of financial markets, derivatives, and valuation methods
- CFA, FRM, PRM, or ERP designation completed or underway
- French and English language proficiency
Apply financial markets knowledge, Python, SQL, and market risk skills within National Bank's collaborative Middle Office team.
Senior Market Risk Analyst Middle Office in Montréal employer: National Bank of Canada
At National Bank, we pride ourselves on being an exceptional employer that fosters a dynamic and inclusive work culture. As a Senior Manager in the Business Flex team, you will benefit from our commitment to employee growth through personalized coaching and continuous learning opportunities, all while working in a collaborative environment that values your ideas and contributions. With a strong focus on health and wellness, competitive benefits, and a mission to positively impact lives, National Bank is the ideal place for those seeking meaningful and rewarding employment in Ontario.
