17 Aug
|
Bilinguallink
|
Montreal
17 Aug
Bilinguallink
Montreal
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 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 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 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. 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 Proficient quantitative and programming tools (Python, Matlab or equivalent) Be familiar with regulatory frameworks such as Basel, FRTB or Guideline E23 (an asset) In addition to competitive compensation, you’ll be eligible for a wide range of adaptable benefits to help promote your wellbeing and that of your family such as: Generous pension plan Employee and Family Assistance Program Preferential banking services Opportunities to get involved in community initiatives Virtual sleep clinic Whether through our surveys or programs, regular feedback and ongoing communication is encouraged. We’re a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments.
📌 Advisor Risk Model Validation - National Bank (Montreal)
🏢 Bilinguallink
📍 Montreal