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 metricsProduce clear and actionable validation reports for stakeholdersDevelop model risk quantification tools to enhance operationsManage and develop the model inventory for effective governanceCollaborate on risk validation projects with team membersRequirements:Relevant diploma in finance or mathematicsApproximately 5 years in risk management or validationProficiency in quantitative tools, including Python and MatlabFamiliarity with regulatory frameworks like Basel or FRTBKnowledge of financial products and derivativesEmbrace this chance to utilize your skills in financial modeling and risk management at National Bank.#J-18808-Ljbffr

📌 Risk Model Validation Advisor At National Bank (Montreal)
🏢 Bilinguallink
📍 Montreal