Advisor Risk Model Validation

Location(s):

Edmonton, Montreal, Toronto

A career as a risk Model Validation Advisor on the market risk Model Validation team at National Bank means acting as a model risk validation and management specialist. This position allows you to have a direct impact on the quality of decisions and risk management thanks to your knowledge of financial modelling, analytical skills and expertise in model validation.

Validate market, counterparty and economic capital risk models by analysing risk metrics (var, SVAR) and profits and losses

Produce clear validation reports and make recommendations on limits and use of models

Develop and improve model risk quantification tools to support the sector's activities

Contribute to model governance, including managing and developing the model inventory

Analyze model risks based on best practises, financial literature and regulatory requirements

Collaborate with stakeholders and support ...