Lead model risk audits for National Bank in a hybrid Chief Advisor role, applying quantitative expertise across Montreal or Toronto.

As Chief Advisor – Model & Quantitative Specialist, you will lead Capital Markets audits covering model risk, market risk methodologies, and front-to-back controls. You will assess model lifecycle controls, perform quantitative procedures, and advise senior stakeholders. The role partners with Market Risk, Front Office, Finance, and Valuation Control.

Key Responsibilities:

- Lead audits focused on model risk and quantitative topics
- Assess development, validation, monitoring, and change controls
- Perform benchmarking, sensitivity testing, and backtesting reviews
- Translate complex topics into actionable risk insights
- Drive remediation plans with senior management

Requirements:

- Bachelor’s or Master’s degree in a relevant field
- 10+ years of relevant Capital Markets experience
- Expertise in risk and complex instrument valuation
- Understanding of model risk management best practices
- Knowledge of OSFI Guideline E-23

Bring quantitative audit leadership, model governance expertise, and transparent communication to National Bank’s Capital Markets team.

📌 Chief Advisor Model Risk Audit (Montreal)
🏢 National Bank of Canada
📍 Montreal