Senior Market Risk Analyst, Middle Office (Montreal)

Banque Nationale du Canada; Montreal; On-site; CAD 85,000 - 120,000; Full time

Benefits offered by this job

Health and wellness program

Employee Share Ownership Plan

Employee and family assistance program

Preferential banking services

Community involvement

Virtual sleep clinic

Job summary

Banque Nationale du Canada is seeking a Senior Analyst in Middle Office for Capital Markets and Treasury Risk Management to specialize in Market Risk. You will leverage your knowledge of P&L, Greeks, and VaR to support risk measurement and reporting in a dynamic team environment.

The role involves running daily risk and P&L processes, validating risk calculations, and collaborating across Front Office, IT, and Governance. AWS migration projects and advanced Excel/SQL skills are valued assets.

Qualifications

• Master’s in finances or any quantitative field or relevant experience.
• 1-3 years of relevant experience with highly technical requirements would be a strong asset.
• Excellent knowledge of Financial Markets, Derivatives and evaluation method would be desired.
• Successful completion or in the process of receiving the CFA, FRM, PRM, ERP designation, is considered an asset.
• Demonstrated leadership and teamwork capabilities.
• Mastering of Microsoft Office (Excel et Access).
• Programming skill - VBA,Python, SQL would be beneficial.

Responsibilities

• Run the daily production and analysis of Risk, Compliance, and P&L report
• 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
• Develop IT process and participate in process migration to AWS
• Collaborate with various sectors of the Bank: Front Office, Risk Oversight, Operations, IT, Model Development, Governance, Credit, Accounting, Audit

Skills

Market risk

Derivatives

P&L

Python

SQL

Excel

Leadership

Education

Master's in finance or quantitative field

Tools

Excel

Access

VBA

Python

SQL

Job description

Banque Nationale du Canada is seeking a Senior Analyst in Middle Office for Capital Markets and Treasury Risk Management to specialize in Market Risk. You will leverage your knowledge of P&L, Greeks, and VaR to support risk measurement and reporting in a dynamic team environment.

The role involves running daily risk and P&L processes, validating risk calculations, and collaborating across Front Office, IT, and Governance. AWS migration projects and advanced Excel/SQL skills are valued assets.