Director Treasury Risk Management QRM

7 days ago


Montreal, Canada Banque Nationale du Canada Full time

A career as a Director in the Treasury Risk Management team at National Bank means acting as a leader and specialist in interest rate risk management and funds transfer pricing (FTP). Your skills in financial data management, balance sheet management experience, and risk management tools will have a positive impact on the Bank’s Treasury risk management.

Your role

  • Coordinate various projects related to structural interest rate risk and transfer pricing.
  • Lead innovation projects in risk modeling and guide their implementation in Quantitative Risk Management (QRM) software, in collaboration with the modeling team.
  • Oversee the integration of new products and methodologies into QRM, including enhancements to FTP, interest rate risk (IRRBB), and balance sheet forecasting.
  • Develop sophisticated balance sheet forecasting models.
  • Implement solutions and continuous improvements related to QRM software.
  • Support the production and monitoring teams in daily treasury risk activities.
  • Stay informed about industry best practices and regulatory requirements concerning interest rate risk (IRRBB), forecasting, and FTP.

Your Team

Within the Treasury Risk Management sector, you will be part of a team of about thirty colleagues, reporting to the Director of Treasury Risk Management, QRM Expertise and Innovation. You will be primarily responsible for implementing solutions and continuous improvements related to QRM software and collaborate daily with a multidisciplinary team of experts in interest rate risk management and FTP.

We emphasize continuous learning in various forms to support your development, including hands-on learning, training materials provided to you, and access to colleagues with diverse expertise and experiences to enrich your growth.

Requirements

  • A degree in a related field (finance, accounting, economics, mathematics, computer science) and ten years of relevant experience.
  • In-depth knowledge of balance sheet management.
  • Profound knowledge of QRM software with at least five years of relevant experience.
  • Knowledge of risk management and financial markets.
  • Experience in data extraction and manipulation with SQL.
  • Programming experience.
  • 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.
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