A career as an Associate at National Bank means you will be primarily responsible for monitoring liquidity risk metrics, managing the governance framework, and ensuring compliance with regulatory requirements related to liquidity risk management. This role enables you to make a tangible impact through your knowledge of banking activities—particularly capital markets—and your expertise in risk management and regulatory requirements, including regulatory liquidity ratios (LCR, NSFR, NCCF) and intraday liquidity.
Your role:
• Monitor and validate various liquidity metrics, including regulatory ratios and intraday liquidity flows
• Contribute to the external disclosure process
• Submit various regulatory reports
• Participate in the liquidity risk management of the Bank’s subsidiaries
• Track regulatory developments
• Create historical and sensitivity analyses to support treasury activities
• Contribute to the coding required for maintaining and improving the treasury data infrastructure
• Simulate monetization, funding, and P&L for bank-wide crisis management exercises
• Enrich the team’s knowledge base by proposing new initiatives, methodologies, and solutions, leveraging AI where appropriate.
Your team:
The Liquidity Risk Oversight team provides governance and subject-matter leadership on liquidity regulation by ensuring regulatory guidelines are translated into clear, consistent internal interpretations and requirements. The team also maintains a robust stress-scenario framework, including expectations related to intraday liquidity risk. In partnership with Front Office functions, the team ensures requirements are implemented in a practical manner and embedded into day-to-day decision-making.
Prerequisites:
• Degree in a quantitative discipline related to the field (finance, economics, accounting, mathematics, computer science) and 1–3 years of relevant experience
• Expertise in capital markets, risk management, financial mathematics and/or accounting
• Knowledge of financial products and risk management
• Experience in programming and data handling (Python, SQL, VBA, etc.)
• Proactivity, attention to detail, rigor, autonomy, and a strong desire to learn.