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
Robust 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.
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📌 Associate Director Irrbb Risk Oversight Montreal
🏢 National Bank of Canada
📍 Montreal