15 Aug
|
Bilinguallink
|
Longueuil
15 Aug
Bilinguallink
Longueuil
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 workplace. 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 explicit 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 prospect to utilize your skills in financial modeling and risk management at National Bank.
📌 Risk Model Validation Advisor At National Bank Longueuil
🏢 Bilinguallink
📍 Longueuil