Advisor Risk Model Validation

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.

Your job

Validate market, counterparty and economic capital risk models by analysing risk metrics (var, SVAR) and profits and losses

Produce clear validation reports and make recommendations on limits and use of models

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

Your team 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 team stands out for its collaborative spirit, knowledge sharing and high level of expertise.

Prerequisites

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

Knowledge of financial products and derivatives

Proficient quantitative and programming tools (Python, Matlab or equivalent)

Be familiar with regulatory frameworks such as Basel, FRTB or Guideline E23 (an asset)

Languages English, French – you will need to work closely with our colleagues outside Quebec.

Skills

Artificial Intelligence

Diversity & Inclusion

Matlab

Python

Risk Management

Teamwork

Cybersecurity

Detail-oriented

Empathy

Initiative

Learning Agility

Resiliency

Self-Sufficiency

Model Validation

Your benefits

Health and wellness program, including many options

Group insurance

Generous pension plan

Employee and Family Assistance Program

Preferential banking services

Opportunities to get involved in community initiatives

Telemedicine service

Virtual sleep clinic

Location(s): Edmonton, Montreal, Toronto

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