IRRBB Analyst at National Bank

Join National Bank as an IRRBB Analyst in Edmonton, specializing in interest rate risk management. Utilize your finance experience and analytical skills to support Asset and Liability Management.

As a Production & Metrics Analysis Analyst, you will play a crucial role in the Treasury Analytics team. Your responsibilities will include calculating and analyzing interest rate risk metrics, producing risk reports, and providing insights to senior management. Collaborate closely with colleagues within finance to enhance reporting and production processes.

Key Responsibilities:

• Calculate IRRBB metrics for daily operations

• Analyze variations in IRRBB risk exposures

• Produce weekly, monthly, and quarterly risk reports

• Validate economic P&L and Net Interest Income

• Conduct month-end reconciliations of risk positions

Requirements:

• Bachelor’s or Master’s in Mathematics, Finance, or Economics

• Exceptional analytical and data visualization skills

• Experience with QRM, Python, SQL preferred

• Knowledge of financial products and derivatives

• Effective communication with senior management

Leverage your analytical expertise to drive robust interest rate risk management at National Bank in Edmonton.
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