Capital markets analytics drives this Senior Analyst role at National Bank, centered on VaR, derivatives, Python, and risk reporting.

Within Middle Office, you will support market risk measurement across equity, derivatives, fixed income, commodities, and foreign exchange portfolios. Your work includes validating risk measures, following compliance limits, and strengthening processes. Collaboration spans Front Office, Risk Oversight, Operations, Model Development, Governance, Credit, Accounting, and Audit.

Key Responsibilities:

- Analyze risk, compliance, and P&L; production outputs daily
- Validate VaR, stressed VaR, back-testing, Greeks, and stress-testing
- Assess risk coverage across multiple asset classes and portfolios




- Develop processes and participate in AWS migration activities
- Coordinate with Bank sectors on risk management matters

Requirements:

- Master’s in finance or quantitative discipline, or relevant experience
- One to three years of relevant highly technical experience
- Excellent financial markets and derivatives knowledge
- Microsoft Office expertise, including Excel and Access
- Programming skills in VBA, Python, or SQL beneficial

Bring risk analytics, derivatives knowledge, and programming skills to National Bank’s Capital Markets and Treasury Risk Management team.

📌 Capital Markets Risk Analytics Senior Analyst (Montreal)
🏢 National Bank of Canada
📍 Montreal