Lead independent IRRBB oversight through risk analysis and challenge, with at least three office days weekly and French language requirements.

As Associate Director, you will oversee Interest Rate Risk in the Banking Book within the second line of defense. You will monitor metrics, challenge methodologies, and support compliance with evolving regulatory expectations. The work draws on banking, financial markets, and risk management expertise.

Key Responsibilities: Validate earnings and economic value IRRBB metrics, limits, and indicators

Identify emerging risks and ensure appropriate escalation and governance

Challenge stress tests, sensitivities, and model outputs

Provide effective challenge to ALM, Investment, and Finance teams





Prepare analyses for senior stakeholders and decision-making bodies

Requirements: Quantitative or finance-related university degree

Minimum five years’ risk management, treasury, or ALM experience

Solid understanding of IRRBB, balance sheet risk, and stress testing

Experience with QRM, Python, and SQL data analysis

French language skills and dashboard development experience

Apply IRRBB expertise, analytical judgment, and independent challenge to strengthen balance sheet risk oversight and regulatory alignment.

📌 Associate Director IRRBB Risk Oversight (Montreal)
🏢 National Bank of Canada
📍 Montreal