Area(s) of interest: Capital Markets and treasury, Finance and accounting, Risk management Location(s): Montreal, Toronto As an Associate Director, you will play a key second line of defense role in overseeing Interest Rate Risk in the Banking Book (IRRBB). You will be responsible for identifying, monitoring, and challenging key and emerging IRRBB risks, ensuring a robust governance framework, and supporting compliance with evolving regulatory expectations. This role offers a meaningful chance to influence risk outcomes through independent oversight, analytical insight, and close collaboration with first line stakeholders, leveraging your expertise in banking, financial markets, and risk management. Your role Monitor, review, and independently validate IRRBB metrics, including earnings and economic value-based measures, limits, and early warning indicators Identify key and emerging IRRBB risks, assess their potential impact, and ensure appropriate escalation and governance Review, challenge,



and interpret stress test scenarios and sensitivity analyses, and model outputs to support risk-based decision-making. Work closely with first line ALM and Investment and Finance teams to provide effective challenge on methodologies, assumptions, data, and risk mitigation strategies Contribute to the design, enhancement, and governance of stress testing frameworks and controls related to IRRBB and structural balance sheet risks Prepare and present in-depth historical and forward-looking analyses to support discussions with senior stakeholders and decision-making bodies. Participate in the external disclosure and internal reporting processes, ensuring accuracy, consistency, and regulatory alignment Your team The ALM, Investment and Pension Fund Risk Oversight team in the second line of defense provides independent oversight of the

📌 Associate Director Irrbb (Toronto)
🏢 Banque Nationale du Canada
📍 Toronto