Area(s) of interest: Capital Markets and treasury, Finance and accounting Location(s): Edmonton, Montreal 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 quarterly updates to the Financial Governance and Internal Audit teams (RDARR) Produce Core Banking inputs required for Treasury VaR calculations Generate data quality reports required for all production processes Perform month-end reconciliation between the Bank’s consolidated balance sheet (excluding trading) and the risk position Adapt production and reporting processes to reflect changes in risk methodologies and ensure accurate consideration of new products and activities Contribute to testing, implementation, and integration of new products (financial markets and Core Banking) within the risk production framework Your team Within the Finance sector, you will be part of a team of 4 colleagues and report to the Senior Director. Our team stands out for its cutting‑edge expertise, dynamism, and agility. You will work in a friendly environment in close collaboration with the Asset Financing and Treasury teams. Prerequisites Bachelor’s or Master’s degree in Mathematics, Actuarial Science, Finance, or Economics Exceptional skills in calculation, analysis, and investigation Experience with large datasets, data analysis, and data visualization Experience with QRM, Python, SQL, and other programming languages (an asset) Knowledge of financial products, including derivatives and their risks Ability to make decisions and present recommendations to senior management Effective communication and interpersonal skills are essential for professional interactions with partners and senior management to ensure a high level of credibility Languages French Benefits Health and wellness program, including many options Employee Share Ownership Plan Employee and family assistance program Preferential banking services Involvement in community initiatives Virtual sleep clinic Skills Analytical Skills Data Analysis Data Visualization Derivatives Report Writing Teamwork Programming Languages Interest Rates Active collaboration Agility Interest Rate Risk Cash #J-18808-Ljbffr