IRRBB Analyst

A career as a Production & Metrics Analysis Analyst – IRRBB within the Treasury Analytics team at National Bank, means acting as an expert in the production and analysis of interest rate risk. Through your experience and knowledge in finance and/or programming, and your involvement, you will have a positive impact on the sound management of our Asset and Liability Management (ALM). Your role Calculate, analyze, and validate all IRRBB (Interest Rate Risk in the Banking Book) metrics related to interest rates to provide the ALM Front Office with the exposures and sensitivities needed for their daily positioning Analyze and explain significant variations in IRRBB risk exposures and quickly resolve any discrepancies Produce and distribute weekly, monthly, and quarterly IRRBB risk reports, as well as stress tests Calculate, analyze, and validate economic P&L and Net Interest Income (NII) Provide quarterly updates to the Financial Governance and Internal Audit teams (RDARR) Produce Core Banking inputs required for Treasury VaR calculations Generate data quality reports required for all production processes Perform month-end reconciliation between the Bank’s consolidated balance sheet (excluding trading) and the risk position Adapt production and reporting processes to reflect changes in risk methodologies and ensure accurate consideration of new products and activities Contribute to testing, implementation, and integration of new products (financial markets and Core Banking) within the risk production framework Your team Within the Finance sector, you will be part of a team of 4 colleagues and report to the Senior Director. Our team stands out for its cutting-edge expertise, dynamism, and agility. You will work in a friendly environment in close collaboration with the Asset Financing and Treasury teams. We promote a variety of continuous learning methods to support your development, including hands-on learning, access to training content, and collaboration with colleagues from diverse backgrounds and areas of expertise. Prerequisites Bachelor’s or Master’s degree in Mathematics, Actuarial Science, Finance, or Economics Exceptional skills in calculation, analysis, and investigation Experience with large datasets, data analysis, and data visualization Experience with QRM, Python, SQL, and other programming languages (an asset) Knowledge of financial products, including derivatives and their risks Ability to make decisions and present recommendations to senior management Effective communication and interpersonal skills are essential for professional interactions with partners and senior management to ensure a high level of credibility Languages: English Required skills: Active collaboration, Agility, Analytical Skills, Cash, Data Analysis, Data Visualization, Derivatives, Interest Rate Risk, Interest Rates, Programming Languages, Report Writing, Teamwork Your benefits In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family such as: * Health and wellness program, including many options * Flexible group insurance * Generous pension plan * Employee Share Ownership Plan * Employee and family assistance program * Preferential banking services * Involvement in community initiatives * Telemedicine service * Virtual sleep clinic We have an offer that keeps up with trends as well as your needs and those of your family. Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We value employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication are encouraged. Making a bold move in a people-first environment We’re a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on people’s lives. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments. We aim, wherever possible, to provide a barrier-free and accessible environment to all employees. We strive to provide accessibility measures throughout the recruitment process within the limits of our available resources. If you require accommodations, feel free to let us know during our initial conversations. We welcome all candidates! What can you bring to our team? Join us!

The IRRBB Analyst will calculate, analyze, and validate all IRRBB metrics related to interest rates to support the ALM Front Office. They will also produce and distribute risk reports and contribute to the testing and integration of new products within the risk production framework.

Candidates should have a Bachelor’s or Master’s degree in Mathematics, Actuarial Science, Finance, or Economics, along with exceptional skills in calculation and analysis. Experience with large datasets and knowledge of financial products, including derivatives, is also required.

• Health And Wellness Program • Flexible Group Insurance • Generous Pension Plan • Employee Share Ownership Plan • Employee And Family Assistance Program • Preferential Banking Services • Involvement In Community Initiatives • Telemedicine Service • Virtual Sleep Clinic

• Data analysisPreferred

Identified from the job description. Confirm important requirements above.

• Active Collaboration
• Agility
• Analytical Skills
• Cash
• Data Analysis
• Data Visualization
• Derivatives
• Interest Rate Risk
• Interest Rates
• Programming Languages
• Report Writing
• Teamwork

• Finance & Accounting
• Data & Analytics
• Consulting

Minimum education

Bachelor’s degree

Minimum experience

2+ years

Apply by

Aug 15, 2026

Posting language

English

Working hours

40 hours per week

Seniority

Not Applicable