IRRBB Analyst

Attendance

On-Site

Job number

32101

Category

Intermediate Professional

Status: Permanent

Type of Contract

Permanent

Schedule: Full-Time

Full Time / Part Time?

Full-Time

Posting date

14-Apr-2026

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

Location(s): Edmonton, Montreal

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:

French

Skills

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

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?