Associate director IRRBB

Attendance

On-Site

Job number

32484

Category

Senior Professional

Status: Permanent

Type of Contract

Permanent

Schedule: Full-Time

Full Time / Part Time?

Full-Time

Posting date

17-Apr-2026

Area(s) of interest: Capital Markets and treasury, Wealth management, Finance and accounting, Risk management

Location(s): Montreal

A career as an Associate Director in the Corporate Treasury Insights - IRRBB at National Bank means serving as a specialist in interest rate risk, funds transfer pricing (FTP) and net interest income (NII). It's through your skills in data management, your programming experience, and your knowledge of financial markets that you have a positive impact on the bank's Treasury risk management.

Your Role

Participating in various projects related to structural interest rate risk, transfer pricing and net interest income
Engaging in innovation projects in risk modeling and leading their implementation in the Quantitative Risk Management (QRM) software, in collaboration with the modeling team
Integrating new products and methodologies into QRM, including enhancements to FTP, interest rate risk (IRRBB), and forecasting
Developing sophisticated balance sheet forecasting models using QRM software
Implementing solutions and continuous improvements related to QRM software
Assisting Treasury risk production and monitoring teams in their daily activities
Staying informed about industry best practices and regulatory requirements related to interest rate risk (IRRBB), forecasting, and FTP

Your Team

Within the Finance sector, you are part of a team of around thirty colleagues, reporting to the Senior Manager, Corporate Treasury Insights & FTP. You will be primarily responsible for implementing solutions and continuous improvements related to the QRM software and you will collaborate daily with a multidisciplinary team of treasury risk specialists in interest rate risk modeling, funds transfer pricing and net interest income.

We prioritize a variety of continuous learning methods to enrich your development, including learning by doing, training content provided to you, and access to colleagues with different expertise, experiences, and diverse profiles to enrich your development from all perspectives.

Prerequisite

Degree in a quantitative discipline related to the field (finance, economics, mathematics) and 4 years of relevant experience
Knowledge of risk management and financial markets
Experience in data extraction and manipulation with SQL, or any other languages/tools
Proficiency in one or more programming languages
Strong communication, simplification, and data analysis skills
Ability to deliver quality results while meeting tight deadlines
Proactivity, attention to detail, rigor, autonomy, and a curiosity for learning

Languages:

French

Skills

Communication Continuous Improvement Data Analysis Finance Mathematics Risk Management Teamwork Programming Languages Accounting Interest Rate Risk Data Extraction Proactivity Cash Risk Modeling Net Interest Income

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!

Apply

For an environment that supports your career path

There are many varied opportunities for you to progress and develop, and move ahead in your career. This includes on-the-job learning and training, co-development and pairing with other employees, professional support and mentoring, internal career days or discussion forums with our leaders.

For an inclusive and diverse environment

We foster inclusion in an environment where each person’s unique qualities, whether visible or invisible, are celebrated and valued. We welcome all candidates! What can you bring to our team?