08 Aug
|
Bilinguallink
|
Quebec City
08 Aug
Bilinguallink
Quebec City
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.
Your job
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 managers in projects related to risk validation and management
Your team
Validation of market risk models, you are part of a specialised and experienced team and report to the Senior Manager – Model Validation and Governance. Our team stands out for its collaborative spirit, knowledge sharing and high level of expertise. Our goal is to offer you maximum flexibility to promote your quality of life. This includes a hybrid work environment and a flexible, adaptable schedule.
The Bank values continuous development and internal mobility. Our personalised training programs, based on on on-the-job learning, help you master your profession and develop new fields of expertise. Tools such as the Data Academy, Language Training, the Harvard Learning Centre and coaching and mentoring support are available to you at any time.
Prerequisites
A diploma in a relevant field (finance, mathematics, financial engineering or a related field)
and approximately 5 years of experience.
Experience in risk management or model validation
Knowledge of financial products and derivatives
Proficient quantitative and programming tools (Python, Matlab or equivalent)
Be familiar with regulatory frameworks such as Basel, FRTB or Guideline E23 (an asset)
Benefits
In addition to competitive compensation, you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family such as:
Health and wellness program, including many options
Group insurance
Generous pension plan
Employee and Family Assistance Program
Preferential banking services
Opportunities to get involved in community initiatives
Telemedicine service
Virtual sleep clinic
We have an offer that keeps up with trends as well as your needs and those of your family.
Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.
Making a bold move in a people-first environment
We’re a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on people’s lives. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments. We aim, wherever possible, to provide a barrier-free and accessible setting to all employees.
We strive to provide accessibility measures throughout the recruitment process within the limits of our available resources. If you require accommodations, feel free to let us know during our initial conversations. We welcome all candidates! What can you bring to our team?
Join us!
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📌 Advisor Risk Model Validation (Quebec City)
🏢 Bilinguallink
📍 Quebec City