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 explicit communication to National Bank’s Capital Markets team.

📌 Chief Advisor Model Risk Audit Montreal (Canada)
🏢 BNC
📍 Canada