Treasury Risk Management Associate

4 weeks ago


Montreal, Quebec, Canada Banque Nationale Full time
Position: Treasury Risk Management Associate

As a key member of the Treasury Risk Management team at Banque Nationale, you will specialize in managing risks associated with interest rates and Funds Transfer Pricing (FTP). Your expertise in data management, programming, and financial markets will significantly contribute to the Bank's treasury risk strategies.

Key Responsibilities:
  • Engage in projects focused on structural interest rate risk and transfer pricing.
  • Drive innovation in risk modeling projects and oversee their integration into the Quantitative Risk Management (QRM) software, collaborating closely with the modeling team.
  • Incorporate new products and methodologies into QRM, enhancing FTP processes, interest rate risk (IRRBB), and balance sheet forecasting.
  • Create advanced balance sheet forecasting models utilizing QRM software.
  • Implement solutions and foster continuous improvements related to QRM software.
  • Support treasury risk production and monitoring teams in their daily operations.
  • Stay updated on industry best practices and regulatory standards concerning interest rate risk (IRRBB), forecasting, and FTP.
Your Team:
Within the Treasury Risk Management division, you will collaborate with a team of approximately thirty professionals and report directly to the Director of Treasury Risk Management, QRM Expertise, and Innovation. Your primary focus will be on implementing solutions and enhancing QRM software while working alongside a multidisciplinary team of experts in interest rate risk and FTP management.

Qualifications:
  • A degree in a quantitative field relevant to the industry (finance, economics, mathematics, computer science) along with two years of pertinent experience.
  • Familiarity with risk management principles and financial markets.
  • Experience in data extraction and manipulation using SQL or other programming languages/tools is preferred.
  • Proficiency in one or more programming languages.
  • Knowledge of QRM software is advantageous.
  • Strong communication, data analysis, and visualization skills.
  • Ability to produce high-quality results under tight deadlines.
  • Demonstrated proactivity, attention to detail, rigor, autonomy, and a strong desire to learn.
Languages:
  • French
  • English
Skills:
Our focus includes diversity and inclusion, finance, FTP, interest rate risk management, programming languages, treasury management products, liquidity risk, market risk, and teamwork.

Benefits:
In addition to competitive compensation, we provide a range of flexible benefits designed to enhance your well-being and that of your family.
  • Comprehensive health and wellness program with various options.
  • Flexible group insurance plans.
  • Generous retirement savings plan.
  • Employee stock purchase program.
  • Employee assistance program available for you and your family.
  • Preferential banking services.
  • Opportunities to participate in community initiatives.
  • Access to telemedicine services.
  • Virtual clinic for sleep improvement.
Our evolving offerings are tailored to meet current trends and your needs. We foster a dynamic work environment with modern collaboration tools that enhance the employee experience. We value employee feedback through surveys and programs, promoting continuous dialogue.

Commitment to People:
As a people-centric bank, we pride ourselves on our boldness, entrepreneurial spirit, and dedication to individuals. Our mission is to positively impact lives, guided by our core values of empathy, agility, and empowerment. Inclusion is fundamental to our commitments, and we strive to create a barrier-free and accessible workplace for all employees. We welcome candidates from diverse backgrounds and encourage you to share what you can contribute to our team.

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