21 Aug
|
Bilinguallink
|
Montreal
21 Aug
Bilinguallink
Montreal
Become a crucial part of National Bank's Market Risk Model Validation team. As a Risk Validation Specialist, leverage your analytical skills to strengthen model governance in a versatile, hybrid setting. This role demands deep expertise in risk management as you analyze and validate market, counterparty, and economic capital risk models.
With a focus on improving model risk quantification tools, your contributions will significantly impact decision-making processes and align with regulatory standards based on best practices. Key Responsibilities:
- Analyze risk metrics and validate associated risk models
- Write and recommend modifications in validation reports
- Enhance tool development for model risk quantification
- Oversee model inventory for compliance and governance
- Collaborate with cross-functional teams on validation projects Requirements:
- Degree in finance, mathematics, or related field
- Around 5 years of relevant industry experience
- Strong background in programming tools like Python or Matlab
- Understanding of Basel guidelines and FRTB regulations
- In-depth knowledge of financial derivatives and products Contribute your expertise in model validation and financial analysis to make a notable impact at National Bank.
📌 National Bank Risk Validation Specialist (Montreal)
🏢 Bilinguallink
📍 Montreal