Area(s) of interest: Capital Markets and treasury, Wealth management, Finance and accounting, Risk management Location(s): Montreal A career as an Associate Director in the Corporate Treasury Insights - IRRBB 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. Responsibilities 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 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. 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 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 #J-18808-Ljbffr