Employee Status: Regular
Schedule: Full-time
This position reports to the Middle Office manager.
Main responsibilities:
Provide timely, accurate and complete market risk reporting and analysis, owning the end-to-end processes that facilitate this reporting stream
Generate accurate and complete daily independent P&L; reconcile with the Front Office forecast and publish results in a timely manner and escalate issues & gaps, as required
Assist as « coach » your colleagues and represent Middle Office throughout the bank sectors
Preserve Bank interest by respecting politics, norms, limits and established procedures
Participate in complex analysis and special projects that can have an impact on the evolution of practice, politics or products
More specifically, you will:
Oversee daily production and analysis of Risk, Compliance and P&L reports
Develop and update the constraints link to these reports, document the process and keep the procedure up to date.
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.
Participate to research on limits of existing methodology and advise on potential risk not capture by our systems
Collaborate with various sectors of the Bank: Risk Oversight, Operations, IT, Model Development, Credit, Accounting, Audit
Qualifications:
Bachelor and four years experience or Master and two years experience or University Certificate /PUB 1er cycle and six years of experience
Successful completion or in the process of receiving the CFA, FRM, PRM designation, is considered an asset
Excellent knowledge of Financial Markets, Derivatives and evaluation method is considered an asset
Demonstrated leadership and teamwork capabilities
Excellent numerical and analytical abilities
Mastering of Microsoft Office (Excel et Access)
Programming skill – VBA, Python, SQL
Bilingual, spoken and written (English and French)
The Bank has innovated by modernizing its performance evaluation system to better meet our clients’ evolving needs. From now on, the corporate values (expected behaviours) of partnership, agility and empowerment count as much as the business objectives.
Interested in the position? Apply now!
Working at National Bank means having access to competitive working conditions, a wide range of employee benefits, a dynamic work environment and telemedicine services.
National Bank sees diversity as a great source of wealth and values it in all its dimensions. Its objective is to offer an open, respectful work environment where all employees can achieve their full potential. Senior management’s concrete commitment helps spread this value across all sectors in the organization. The Bank has been ranked among the top employers for diversity in Canada for several years.
Apply Now
To help us track our recruitment effort, please indicate your email/cover letter where (vacanciesingreece.com) you saw this job posting.