Associate Director IRRBB

A career as an Associate Director in the Corporate Treasury Insights - IRRBB at National Bank means serving as a specialist in interest rate risk, funds transfer pricing (FTP) and net interest income (NII). It's through your skills in data management, your programming experience, and your knowledge of financial markets that you have a positive impact on the bank's Treasury risk management.

Your Role

• Participating in various projects related to structural interest rate risk, transfer pricing and net interest income
• Engaging in innovation projects in risk modeling and leading their implementation in the Quantitative Risk Management (QRM) software, in collaboration with the modeling team
• Integrating new products and methodologies into QRM, including enhancements to FTP, interest rate risk (IRRBB), and forecasting
• Developing sophisticated balance sheet forecasting models using QRM software
• Implementing solutions and cont...