Senior Analyst Middle Office Capital Markets

2 weeks ago


Montreal, Quebec, Canada National Bank of Canada Full time

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

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. 

* 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

* Opportunities to get involved in community initiatives

* Telemedicine service

* Virtual sleep clinic 

These are a few of the benefits available to you. 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 actively listen to employees' ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.

We're putting people first

We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people.   Our mission is to have a positive impact on peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees.  

We want our recruitment process to be fully accessible. If you require accommodation, feel free to let us know during your first conversations with us. We welcome all candidates What can you bring to our team? 

Come live your ambitions with us

Additional required languages: English, French



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