IRRBB Analyst

A career as a Production & Metrics Analysis Analyst - IRRBB within the Treasury Analytics team at National Bank, means acting as an expert in the production and analysis of interest rate risk. Through your experience and knowledge in finance and/or programming, and your involvement, you will have a positive impact on the sound management of our Asset and Liability Management (ALM).

Your role

• Calculate, analyze, and validate all IRRBB (Interest Rate Risk in the Banking Book) metrics related to interest rates to provide the ALM Front Office with the exposures and sensitivities needed for their daily positioning
• Analyze and explain significant variations in IRRBB risk exposures and quickly resolve any discrepancies
• Produce and distribute weekly, monthly, and quarterly IRRBB risk reports, as well as stress tests
• Calculate, analyze, and validate economic P&L and Net Interest Income (NII)
• Provide quart...