Associate Director IRRBB Risk Oversight
3 hours ago
Winnipeg, Manitoba, Canada
National Bank of Canada
Full-time
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Lead independent IRRBB oversight through risk analysis and challenge, with at least three office days weekly and French language requirements.
As Associate Director, you will oversee Interest Rate Risk in the Banking Book within the second line of defense. You will monitor metrics, challenge methodologies, and support compliance with evolving regulatory expectations. The work draws on banking, financial markets, and risk management expertise.
Key Responsibilities:
Validate earnings and economic value IRRBB metrics, limits, and indicators Identify emerging risks and ensure appropriate escalation and governance Challenge stress tests, sensitivities, and model outputs Provide effective challenge to ALM, Investment, and Finance teams Prepare analyses for senior stakeholders and decision-making bodies Requirements:
Quantitative or finance-related university degree Minimum five years’ risk management, treasury, or ALM experience Strong understanding of IRRBB, balance sheet risk, and stress testing Experience with QRM, Python, and SQL data analysis French language skills and dashboard development experience Apply IRRBB expertise, analytical judgment, and independent challenge to strengthen balance sheet risk oversight and regulatory alignment.
Validate earnings and economic value IRRBB metrics, limits, and indicators Identify emerging risks and ensure appropriate escalation and governance Challenge stress tests, sensitivities, and model outputs Provide effective challenge to ALM, Investment, and Finance teams Prepare analyses for senior stakeholders and decision-making bodies Requirements:
Quantitative or finance-related university degree Minimum five years’ risk management, treasury, or ALM experience Strong understanding of IRRBB, balance sheet risk, and stress testing Experience with QRM, Python, and SQL data analysis French language skills and dashboard development experience Apply IRRBB expertise, analytical judgment, and independent challenge to strengthen balance sheet risk oversight and regulatory alignment.