Advisor Market Risk Model Validation

5 days ago

Montréal QC, Canada National Bank of Canada Full time

A career as an Advisor in Market Risk Model Validation at National Bank means participating in transformation which has direct impact on clients. You will participate in validating and establishing the acceptability of models, quantifying potential losses as well as model limits. In addition, you will contribute in the model risk governance and management.

You will assist managers in projects requiring validation and governance of models and will act as an expert in your field and advise stakeholders on the related principles.

**Your Job**
- Validate market risk models leading to analysis of risk measurement (VaR/sVaR) and profits and losses (P/L)
- Participate in the implementation and management of the dynamic model inventory.
- Develop model risk measurement and quantification tools to support team activities and the risk management sector.
- Establish potential model risks in accordance with specifications according to financial literature and theory.
- You will be involved in various large-scale projects and complex mandates with a significant impact on the Bank's profitability.
- You will make recommendations to ensure the efficiency of operations and the quality of information in terms of model risk management. To guide decisions of stakeholders, you will perform analyzes and assess the risk.

**Your Team**

You will report to Leader Market Risk Model Validation and Governance of the Market Risk Model Validation team. It is a medium-size and dynamic team made up of expert employees with a valuable experience. It’s a collaborative team that shares knowledge and supports each other. You will then benefit from this diversified and stable experience. The team reports to the Vice President - Capital Market and Treasury Risk Management of the large risk management family

**Prerequisites**
- Completed master's degree, related to the sector of activity
- Experience in risk management
- Good knowledge of financial and derivative products
- Knowledge of the Basel II Accord and up is an asset
- Good skills in the quantitative field (numerical methods) and in programming (Matlab, Python, etc.)

**Your benefits**

In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family.
- Health and wellness program, including many options
- Flexible group insurance
- Generous pension plan
- Employee Share Ownership Plan
- Employee and Family Assistance Program
- Preferential banking services
- Opportunities to get involved in community initiatives
- Telemedicine service
- Virtual sleep clinic

These are a few of the benefits available to you. We have an offer that keeps up with trends as well as your needs and those of your family.

Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.

**We're putting people first**

We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees.

Come live your ambitions with us

  • Quantitative Advisor

    5 days ago

    Montréal, QC, Canada Société Générale Full time

    **Responsibilities**: **ABOUT THE JOB**: The Risk Management Department contributes to the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department’s mission is to independently analyze, assess, manage and monitor risk-taking activities with the objective of achieving,...

  • Quantitative Advisor

    4 days ago

    Montréal, QC, Canada Société Générale Full time

    **Responsibilities**: **ABOUT THE JOB**: The Risk Management Department contributes to the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department’s mission is to independently analyze, assess, manage and monitor risk-taking activities with the objective of achieving,...

  • Quantitative Advisor

    5 days ago

    Montréal, QC, Canada Société Générale Full time

    **Responsibilities**: **ABOUT THE JOB**: The Risk Management Department contributes to the sustainable growth of the Societe Generale group through its expertise, understanding of risks, and risk management techniques. The department’s mission is to independently analyze, assess, manage and monitor risk-taking activities with the objective of achieving,...

  • Senior Advisor, Model Validation

    4 weeks ago

    Montréal, Canada Nexwav Full time

    Senior Advisor, Model Validation 

  • Senior Insurance Advisor

    2 weeks ago

    Montréal, QC, Canada INTECH Risk Management Inc. Full time

    Company Overview In Tech Risk Management Inc. (“INTECH”) is a globally recognized consulting firm known for its innovative approach and expertise in the insurance market. We provide conflict-free advisory services to lenders, asset managers, investors, government authorities, and developers across multiple industries, including real estate,...

  • Senior Insurance Advisor

    3 weeks ago

    Montréal, QC, Canada INTECH Risk Management Inc. Full time

    Company Overview In Tech Risk Management Inc. (“INTECH”) is a globally recognized consulting firm known for its innovative approach and expertise in the insurance market. We provide conflict-free advisory services to lenders, asset managers, investors, government authorities, and developers across multiple industries, including real estate,...

  • Senior Insurance Advisor

    3 weeks ago

    Montréal, QC, Canada INTECH Risk Management Inc. Full time

    Company Overview In Tech Risk Management Inc. (“INTECH”) is a globally recognized consulting firm known for its innovative approach and expertise in the insurance market. We provide conflict-free advisory services to lenders, asset managers, investors, government authorities, and developers across multiple industries, including real estate,...

  • IT Risk Advisor

    4 weeks ago

    Montréal, QC, Canada Vaco Full time

    We are looking for a control advisor on behalf of our client, a leading organization in the technology and regulatory space. This is a fantastic opportunity for a skilled risk management professional to play a critical role in ensuring compliance, mitigating risks, and fostering a strong control environment within the organization. About the Role In...

  • IT Risk Advisor

    4 weeks ago

    Montréal, QC, Canada Vaco Full time

    We are looking for a control advisor on behalf of our client, a leading organization in the technology and regulatory space. This is a fantastic opportunity for a skilled risk management professional to play a critical role in ensuring compliance, mitigating risks, and fostering a strong control environment within the organization. About the Role In...

  • Senior Insurance Advisor

    3 weeks ago

    montréal, Canada INTECH Risk Management Inc. Full time

    Company OverviewIn Tech Risk Management Inc. (“INTECH”) is a globally recognized consulting firm known for its innovative approach and expertise in the insurance market. We provide conflict-free advisory services to lenders, asset managers, investors, government authorities, and developers across multiple industries, including real estate,...

  • Senior Insurance Advisor

    3 weeks ago

    montréal, Canada INTECH Risk Management Inc. Full time

    Company OverviewIn Tech Risk Management Inc. (“INTECH”) is a globally recognized consulting firm known for its innovative approach and expertise in the insurance market. We provide conflict-free advisory services to lenders, asset managers, investors, government authorities, and developers across multiple industries, including real estate,...

  • Advisor, Regulatory Risk Management

    4 weeks ago

    Montréal, QC, Canada BRP Full time

    The Contract Planning and Practices (CPP) Advisor is a key role within the IT Vendor Management team, responsible for providing operational and tactical support to vendor managers and, when necessary, IT contract managers. This position focuses on setting up the tools, processes, and practices necessary for ensuring proactive and effective management of IT...

  • Financial Advisor System and Modeling

    1 week ago

    Montréal, Canada VIA Rail Canada Full time

    Reference Number : 557 Status : Permanent - Full-time Annual Salary / Hourly Rate : $77 112 - $95 256 Number of positions to be filled : 1 Application Deadline : 12/13/2024 Did you know that VIA Rail is carrying out ambitious projects to modernize its services and infrastructure? From our new ultramodern train fleet to ongoing improvement of our...

  • Advisor, Marketing Communications

    3 hours ago

    Montréal, QC, Canada Business Development Bank of Canada Full time

    We are banking at another level. Choosing BDC as your employer means working in a healthy, inclusive, and skilled workplace that puts forward the best conditions to bring together unique teams where employees are empowered to act. It also means being at the centre of ambitious economic and financial projects to see further and to do things differently, to...

  • Advanced Analytics Analyst

    2 days ago

    Montréal, Canada BNP Paribas Full time

    ADVANCED ANALYTICS ANALYST - MODELER (JOB NUMBER: RISK-090522-001-MCB) **MISSION AND OBJECTIVES** Overall RISK Mission Statements: - To advise the Bank’s Management on risk appetite definition. - To contribute as an objective “second pair of eyes” that risks taken on by the Bank align with its policies. - To report and alert Bank Management of the...

  • Advanced Analytics Analyst

    2 days ago

    Montréal, Canada BNP Paribas Full time

    ADVANCED ANALYTICS ANALYST - MODELER (JOB NUMBER: RISK-090522-001-MCB) **MISSION AND OBJECTIVES** Overall RISK Mission Statements: - To advise the Bank’s Management on risk appetite definition. - To contribute as an objective “second pair of eyes” that risks taken on by the Bank align with its policies. - To report and alert Bank Management of the...

  • Chief Analyst Credit Risk Models

    2 days ago

    Montréal, Canada National Bank of Canada Full time

    **Primary Locations**:Montreal, Quebec**: **Attendance**:Hybrid**: **Employee Status**:Regular**: **Schedule**:Full-time**: - Are you know as an expert in modeling, and do you have an in-depth understanding of AIRB models? - Do you have excellent verbal and written communication skills, and do you stand out for your analytical mind and your strong ability...

  • Advisor, Risks Management

    3 weeks ago

    Montréal, Canada Ivanhoe Cambridge Full time

    We invest globally and act locally for a sustainable impact in communities As a global real estate industry leader, our mission is to generate long-term value for our 6 million depositors in Quebec and to have a positive environmental and social impact on both the people who work for us and the businesses that call our properties home. We develop and invest...

  • Advisor, Risks Management

    5 days ago

    Montréal, Canada Ivanhoe Cambridge Full time

    **We invest globally and act locally for a sustainable impact in communities** As a global real estate industry leader, our mission is to generate long-term value for our 6 million depositors in Quebec and to have a positive environmental and social impact on both the people who work for us and the businesses that call our properties home. We develop and...

  • Virtual Advisor

    4 weeks ago

    Montréal, QC, Canada National Bank Full time

    A career as a Senior Trade Surveillance Advisor, OTC and Swaps in our Compliance Trade Surveillance team at National Bank is to assist with the trade surveillance, compliance monitoring and testing to ensure that the Financial Markets division of NBC is adhering to CIRO’s OTC Business Conduct rules. This job allows you to have a positive impact on the...