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, Au...