Market risk expertise meets daily analysis at National Bank for a Senior Middle Office Analyst supporting Capital Markets and Treasury Risk Management.

This specialist role focuses on financial markets, risk measurement calculations, and reporting. You will apply knowledge of P&L;, Greeks, and VaR while supporting investigations and validations. The position also involves compliance monitoring, process development, and collaboration across the Bank.

Key Responsibilities:

- Produce and analyze daily Risk, Compliance, and P&L; reports
- Investigate and validate VaR, stress testing, Greeks, and P&L; measures
- Follow compliance limits across diverse asset classes and portfolios
- Develop IT processes and support migration to AWS
- Collaborate with Front Office, Risk, Operations, and IT

Requirements:

- Master’s degree in finance, quantitative field, or relevant experience
- One to three years of relevant technical experience
- Strong knowledge of financial markets, derivatives, and valuation methods
- CFA, FRM, PRM, or ERP designation completed or underway
- French and English language proficiency

Apply financial markets knowledge, Python, SQL, and market risk skills within National Bank’s cooperative Middle Office team.

📌 Senior Market Risk Analyst Middle Office (Montreal)
🏢 National Bank of Canada
📍 Montreal