Description
A career as an Associate Director in the Corporate Treasury Insights & FTP 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 continuous improvements related to QRM software
- Assisting Treasury risk production and monitoring teams in their daily activities
- Staying informed about industry best practices and regulatory requirements related to interest rate risk (IRRBB), forecasting, and FTP
Your Team
Within the Finance sector, you are part of a team of around thirty colleagues, reporting to the Senior Manager, Corporate Treasury Insights & FTP. You will be primarily responsible for implementing solutions and continuous improvements related to the QRM software and you will collaborate daily with a multidisciplinary team of treasury risk specialists in interest rate risk modeling, funds transfer pricing and net interest income.
We prioritize a variety of continuous learning methods to enrich your development, including learning by doing, training content provided to you, and access to colleagues with different expertise, experiences, and diverse profiles to enrich your development from all perspectives.
Prerequisite
- Degree in a quantitative discipline related to the field (finance, economics, mathematics) and 4 years of relevant experience
- Knowledge of risk management and financial markets
- Experience in data extraction and manipulation with SQL, or any other languages/tools
- Proficiency in one or more programming languages
- Strong communication, simplification, and data analysis skills
- Ability to deliver quality results while meeting tight deadlines
- Proactivity, attention to detail, rigor, autonomy, and a curiosity for learning