Market Risk Model Validation Specialist

1 week ago


Montreal, Quebec, Canada National Bank Full time
About the Role

We are seeking a highly skilled Market Risk Model Validation Specialist to join our team at National Bank. As a key member of our Risk Management department, you will play a critical role in ensuring the accuracy and reliability of our market risk models.

Key Responsibilities
  • Validate market risk models to ensure they accurately capture potential losses and profits
  • Develop and maintain detailed validation reports to inform business decisions
  • Collaborate with cross-functional teams to implement and manage dynamic model inventory
  • Design and implement model risk measurement and quantification tools to support risk management activities
  • Establish potential model risks in accordance with financial literature and theory
About You

We are looking for a highly motivated and experienced professional with a strong background in risk management and financial modeling. You will have a master's degree in a related field and excellent knowledge of financial and derivative products. Proficiency in programming languages such as Matlab and Python is also essential.

What We Offer

As a Market Risk Model Validation Specialist at National Bank, you will enjoy a competitive compensation package, including a generous pension plan, employee share ownership plan, and comprehensive health and wellness program. You will also have opportunities to develop your skills and advance your career in a dynamic and inclusive work environment.



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