Senior Asset Liability Management & Treasury (ALMT) P&L Controller

• Build a rewarding career with a leading international bank.
• Receive a highly competitive salary based on skills and experience.
• Receive excellent benefits along with 4 weeks of vacation.

About BNP Paribas Group

BNP Paribas is a leading bank in Europe with an international reach. We help our clients to realize their projects through solutions that span financing, investment, savings, and protection insurance. Our Group has key positions across the following main activities:

• Domestic Markets and International Financial Services, whose retail-banking networks and financial services are covered by Retail Banking & Services.
• Corporate and Institutional Banking, which serves both corporate clients and institutional investors. 

BNP Paribas Group has a presence in 75 countries, supported by the hard work of more than 189,000 employees. We know that our success is thanks to the dedicated people who make up our team, and we reward their work with competitive salaries, excellent benefits, and a positive corporate culture. If this feels like a company that you could build a career with, we want to hear from you! 

Join one of Canada's Top Employers (2022) today! For more information, please visit our careers page.

About the Opportunity

BNP Paribas Group currently has an exciting opportunity for a Senior Asset Liability Management & Treasury P&L Controller (AVP) to join our team in Montreal, QC, on a full-time basis. This is a hybrid role split between our office and work from home. 

With varying levels of responsibility and autonomy, some of your key responsibilities will include but are not limited to:

• Preparing and supervising daily and monthly management revenues for Asset Liability Management (ALM) Treasury, and their reconciliation with the estimates of the traders and with the financial accounts
• Ensuring the Economic P&L is correct at the most granular level and identifying/communicating discrepancies to the correct department
• Maintaining an Audit Trail of all reconciliations, adjustments, FO sign-offs and MO P&L validations
• Analyzing and reporting daily P&L with detailed breakdown for multiple products including repo, loan and deposits, treasuries, listed derivatives, FX, IR swaps, etc
• Reconciling P&L to Front Office estimates, with detailed breakdown of P&L drivers
• Contributing to the resolution of Back Office ledger vs. P&L systems breaks
• Collaborating with Variation & Risk Control (V&RC) and Risk to ensure the pricing configuration complies with trading strategy and internal controls consistently
• Ensuring MTD management P&Ls are consistent with final end of month general ledger P&L
• Efficiently disseminating data and resolving inquiries
• Identifying and escalating time/risk sensitive issues

The successful candidates will participate in business development initiatives across departments and locations of BNP Paribas, and collaborate with Front Office, Trade Support, Market Risk, Economic, and other departments to ensure cohesiveness in achieving the organization's goals.

More About You

In order to qualify for this role, you will need a Bachelor's Degree in Finance, Math, Engineering or other quantitative disciplines, as well as 4+ years of P&L Control covering Fixed Income derivatives & hedges (Loans & Deposits, FX Products, Interest Rate Swaps, Bonds, Repos, and Listed Derivatives).

As our ideal candidate, you possess:

• Extensive experience in ALM Treasury
• Strong working knowledge of P&L attributes/Greeks
• Advanced technical computer skills, specifically in MS Excel
• Working knowledge of Programming languages such as VBA & Python (strong preference)
• Previous experience in Fixed Income P&L (asset)
• Fluency in financial markets, with an emphasis on Treasury (asset)
• Experience in pricing, valuation, or hedging of derivatives (asset)

You will join us with excellent written and verbal communication skills in both English and French. You have outstanding organization and interpersonal skills, with the ability to create relationships and collaborate with individuals at all levels of the organization. You are proactive in seeking information, improving controls, and driving efficiency, and work well independently and as part of a team in a "split team" organization.

Above all, you'll be an enthusiastic and meticulous team player who is a quick learner and eager to use your skills to deliver excellent results for our organization. Your flexible nature, attention to detail, and dedication to the work that you do will ensure that you effectively manage competing deadlines.

Please submit your resume in both English and French.

About the Benefits 

In return for your hard work and dedication, you will receive a highly competitive salary based on skills and qualifications, along with the following excellent benefits:

• Extended health, vision, and dental
• 4 weeks of vacation, 6 floating days, and 4 flex Fridays every summer
• Short-term and long-term disability, ADD, and life insurance
• Extended mental health coverage
• Defined contribution pension plan
• $550 allowance for purchase of computer equipment for remote working
• Homeownership program (interest based on a grid varying from 2% to 4%)
• Corporate discounts on home and automobile insurance
• Training and professional development
• Travel assistance and corporate hotel discounts
• Fitness policy and corporate discounts on gym memberships
• Various social and community events supported by our Employee Resource Groups (ERGs)

At BNP Paribas all employees are on an equal footing allowing us to create a work environment that values and respects people for their talents, skills and competences. To learn more about our DE&I commitments, click here.

Working with BNP Paribas means working with a sustainable & responsible global leader, a learning company, an open-minded group, and a place where you can work differently - Apply Today!