Drive impactful decisions in market risk management with National Bank as a Risk Model Validation Advisor. Utilize your expertise in financial modeling and analytical skills in a hybrid work environment.

As a key member of the Market Risk Model Validation team, you will play a pivotal role in validating market, counterparty, and economic capital risk models. With around five years of experience in risk management or model validation, your knowledge will enhance model governance and tool development, profoundly influencing risk assessment practices.

Key Responsibilities:
• Validate various risk models by analyzing critical risk metrics
• Produce clear and actionable validation reports for stakeholders
• Develop model risk quantification tools to enhance operations




• Manage and develop the model inventory for effective governance
• Collaborate on risk validation projects with team members

Requirements:
• Relevant diploma in finance or mathematics
• Approximately 5 years in risk management or validation
• Proficiency in quantitative tools, including Python and Matlab
• Familiarity with regulatory frameworks like Basel or FRTB
• Knowledge of financial products and derivatives

Embrace this chance to utilize your skills in financial modeling and risk management at National Bank.
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📌 Risk Model Validation Advisor at National Bank (Quebec City)
🏢 Bilinguallink
📍 Quebec City