Main responsibilities:

• Provide timely, accurate and complete market risk reporting and analysis, owning the end-to-end processes that facilitate this reporting stream
• Generate accurate and complete daily independent P&L; reconcile with the Front Office forecast and publish results in a timely manner and escalate issues & gaps, as required
• Assist as « coach » your colleagues and represent Middle Office throughout the bank sectors
• Preserve Bank interest by respecting politics, norms, limits and established procedures
• Participate in complex analysis and special projects that can have an impact on the evolution of practice, politics or products

More specifically, you will:

• Oversee daily production and analysis of Risk, Compliance and P&L reports
• Develop and update the constraints link to these reports, document the process and keep the procedure up to date.
• Support ongoing investigations and validations link to the different risk measures (VaR, stressed VaR, stress-testing, back-testing, greeks, P&L)
• Evaluate and do the follow up on compliance limits and risk covering of a wide range of assets class and portfolios including commodities, FX, fixed income derivatives.
• Participate to research on limits of existing methodology and advise on potential risk not capture by our systems
• Collaborate with various sectors of the Bank: Risk Oversight, Operations, IT, Model Development, Credit, Accounting, Audit

Qualifications:

• Bachelor and 2-4 years experience or Master and 0-2 years experience or University Certificate 
• Successful completion or in the process of receiving the CFA, FRM, PRM designation, is considered an asset
• Excellent knowledge of Financial Markets, Derivatives and evaluation method is considered an asset
• Demonstrated leadership and teamwork capabilities
• Excellent numerical and analytical abilities
• Mastering of Microsoft Office (Excel)
• Programming skill - VBA, Python, SQL

Your benefits: 

Upon hiring, you will be eligible for a wide range of benefits. In addition to competitive compensation, we offer attractive benefits for you and your family:

• Health and wellness program, including many benefits
• Flexible group insurance
• Defined benefit pension plan
• Employee Share Ownership Plan
• Employee and family assistance program
• Preferred banking services
• Volunteer program
• Telemedicine
• Virtual sleep clinic

These are just a few of the many benefits we offer. We've rolled out a number of additional measures to ensure your health, safety and wellbeing during the pandemic