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