Senior Analyst Middle Office (Laval)

As a Senior Analyst in the Middle Office in Capital Markets and Treasury Risk Management team at National Bank, you will be a specialist in Market Risk. Your rigor, resourcefulness, and innovation combined with experience in financial markets and knowledge of market risk measurement calculations (P&L, Greeks, VAR) will positively impact the bank’s risk management.

Responsibilities

• Run the daily production and analysis of Risk, Compliance, and P&L reports.
• Support ongoing investigations and validations linked to the different risk measures (VaR, stressed VaR, stress‑testing, back‑testing, Greeks, P&L).
• Evaluate and follow up on compliance limits and risk coverage of a wide range of asset classes and portfolios including equity, derivatives, fixed income, commodities, and FX.
• Develop IT processes and participate in process migration to AWS.
• Collaborate with various sectors of the Bank: Front Office, Risk Oversight, Operations...