Join National Bank as an Associate Director specializing in interest rate risk and financial market insights. Utilize your skills in programming and data management to enhance Treasury risk management strategies.
In this pivotal role within the Corporate Treasury Insights, you will focus on structural interest rate risks, net interest income, and funds transfer pricing. Engage in innovative projects related to risk modeling, contributing to the QRM software, and integrating new methodologies. Collaborate with the modeling team and the Treasury risk specialists to implement solutions that improve forecasting and overall risk management.
Key Responsibilities:
• Lead projects on structural interest rate risk and FTP
• Innovate risk modeling techniques in QRM software
• Develop balance sheet forecasting models effectively
• Involve in daily Treasury risk production activities
• Stay updated on regulatory requirements and best practices
Requirements:
• Degree in f...