Risk Model Validation Advisor
2 months ago
We are seeking a highly skilled Risk Model Validation Advisor to join our Market Risk Model Validation team at Banque Nationale du Canada. As a key member of our team, you will play a critical role in validating and establishing the acceptability of models, quantifying potential losses, and contributing to model risk governance and management.
Key Responsibilities- Model Validation: Validate market risk models, leading to analysis of risk measurement (Value-at-Risk/Sovereign Value-at-Risk) and profits and losses.
- Reporting and Recommendations: Produce detailed validation reports and make recommendations to managers regarding the applications and limitations of the models.
- Dynamic Model Inventory: Participate in the implementation and management of the dynamic model inventory.
- Model Risk Measurement: Develop model risk measurement and quantification tools to support team activities and the risk management sector.
- Model Risk Governance: Establish potential model risks in accordance with specifications according to financial literature and theory.
- Project Participation: Be involved in various large-scale projects and complex mandates with a significant impact on the Bank's profitability.
- Operational Efficiency: Make recommendations to ensure the efficiency of operations and the quality of information in terms of model risk management.
You will report to the Leader, Market Risk Model Validation and Governance, and be part of a medium-size and dynamic team made up of expert employees with valuable experience. Our team is collaborative, sharing knowledge and supporting each other, and you will benefit from this diversified and stable experience.
Requirements- Education: Completed master's degree, related to the sector of activity.
- Experience: Experience in risk management.
- Financial Knowledge: Good knowledge of financial and derivative products.
- Regulatory Knowledge: Knowledge of the Basel II Accord and up is an asset.
- Technical Skills: Good skills in the quantitative field (numerical methods) and in programming (Matlab, Python, etc.).
French
-
Risk Model Validation Advisor
1 month ago
Montreal, Quebec, Canada Banque Nationale du Canada Full timeAbout the RoleWe are seeking a highly skilled Risk Model Validation Advisor to join our team at Banque Nationale du Canada. As a key member of our Market Risk Model Validation team, you will play a critical role in ensuring the accuracy and reliability of our risk models.Key ResponsibilitiesValidate market risk models to ensure they are accurate and...
-
Risk Model Validation Advisor
1 month ago
Montreal, Quebec, Canada Banque Nationale du Canada Full timeAbout the RoleWe are seeking a highly skilled Risk Model Validation Advisor to join our team at Banque Nationale du Canada. As a key member of our Market Risk Model Validation team, you will play a critical role in ensuring the accuracy and reliability of our risk models.Key ResponsibilitiesValidate market risk models to ensure they are accurate and...
-
Risk Model Validation Advisor
3 weeks ago
Montreal, Quebec, Canada Banque Nationale du Canada Full timeAbout the RoleWe are seeking a highly skilled Risk Model Validation Advisor to join our team at Banque Nationale du Canada. As a Risk Model Validation Advisor, you will play a critical role in ensuring the accuracy and reliability of our risk models, which are used to manage and mitigate potential losses.Key ResponsibilitiesValidate market risk models to...
-
Risk Model Validation Advisor
3 weeks ago
Montreal, Quebec, Canada Banque Nationale du Canada Full timeAbout the RoleWe are seeking a highly skilled Risk Model Validation Advisor to join our team at Banque Nationale du Canada. As a Risk Model Validation Advisor, you will play a critical role in ensuring the accuracy and reliability of our risk models, which are used to manage and mitigate potential losses.Key ResponsibilitiesValidate market risk models to...
-
Risk Model Validator
4 weeks ago
Montreal, Quebec, Canada National Bank Full timeMarket Risk Model Validation AdvisorA career at National Bank as an Advisor in Market Risk Model Validation means being part of a transformation that directly impacts clients.You will participate in validating and establishing the acceptability of models, quantifying potential losses, and setting model limits. Additionally, you will work on ensuring the...
-
Risk Model Validator
4 weeks ago
Montreal, Quebec, Canada National Bank Full timeMarket Risk Model Validation AdvisorA career at National Bank as an Advisor in Market Risk Model Validation means being part of a transformation that directly impacts clients.You will participate in validating and establishing the acceptability of models, quantifying potential losses, and setting model limits. Additionally, you will work on ensuring the...
-
Risk Model Validation Advisor
2 months ago
Montreal, Quebec, Canada Banque Nationale du Canada Full timeAbout the RoleWe are seeking a highly skilled Risk Model Validation Advisor to join our Market Risk Model Validation team at Banque Nationale du Canada. As a key member of our team, you will play a critical role in validating and establishing the acceptability of models, quantifying potential losses, and contributing to model risk governance and...
-
Risk Model Validation Advisor
2 months ago
Montreal, Quebec, Canada Banque Nationale du Canada Full timeAbout the RoleWe are seeking a highly skilled Risk Model Validation Advisor to join our Market Risk Model Validation team at Banque Nationale du Canada. As a key member of our team, you will play a critical role in validating and establishing the acceptability of models, quantifying potential losses, and contributing to model risk governance and...
-
Risk Model Validation Specialist
4 weeks ago
Montreal, Quebec, Canada National Bank Full timeJoin Our Team as a Market Risk Model Validation AdvisorWe are seeking a highly skilled Market Risk Model Validation Advisor to join our team at National Bank. As a key member of our Market Risk Model Validation team, you will play a critical role in ensuring the accuracy and reliability of our market risk models.Key Responsibilities:Validate market risk...
-
Risk Model Validation Specialist
4 weeks ago
Montreal, Quebec, Canada National Bank Full timeJoin Our Team as a Market Risk Model Validation AdvisorWe are seeking a highly skilled Market Risk Model Validation Advisor to join our team at National Bank. As a key member of our Market Risk Model Validation team, you will play a critical role in ensuring the accuracy and reliability of our market risk models.Key Responsibilities:Validate market risk...
-
Risk Model Validation Specialist
2 months ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleA career as an Advisor in Market Risk Model Validation at National Bank means participating in a transformation that has a direct impact on clients. You will be responsible for validating and establishing the acceptability of models, quantifying potential losses, and setting model limits.Key ResponsibilitiesValidate and establish the...
-
Risk Model Validation Specialist
2 months ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleA career as an Advisor in Market Risk Model Validation at National Bank means participating in a transformation that has a direct impact on clients. You will be responsible for validating and establishing the acceptability of models, quantifying potential losses, and setting model limits.Key ResponsibilitiesValidate and establish the...
-
Risk Model Validation Specialist
2 months ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Advisor to join our team at National Bank.Key ResponsibilitiesParticipate in the validation and establishment of market risk models to ensure their acceptability and accuracy.Quantify potential losses and model limits to inform business decisions.Collaborate with cross-functional...
-
Risk Model Validation Specialist
2 months ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Advisor to join our team at National Bank.Key ResponsibilitiesParticipate in the validation and establishment of market risk models to ensure their acceptability and accuracy.Quantify potential losses and model limits to inform business decisions.Collaborate with cross-functional...
-
Quantitative Risk Model Validator
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at SGS Société Générale de Surveillance SA contributes to the sustainable growth of the company 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 Risk Model Validator
3 weeks ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the JobThe Risk Management Department at SGS Société Générale de Surveillance SA contributes to the sustainable growth of the company 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...
-
Market Risk Model Validation Specialist
3 weeks ago
Montreal, Quebec, Canada National Bank Full timeJob Title: Advisor Market Risk Model ValidationJoin National Bank as an Advisor in Market Risk Model Validation and contribute to the transformation of our risk management practices. As a key member of our team, you will play a crucial role in validating and establishing the acceptability of models, quantifying potential losses, and contributing to model...
-
Quantitative Risk Model Validator
2 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeAbout the Job:The Risk Management Department plays a crucial role in the sustainable growth of Societe Generale through its expertise, understanding of risks, and risk management techniques. As part of the team, you will independently analyze, assess, manage, and monitor risk-taking activities with the goal of achieving the best possible outcome for the...
-
Risk Model Validator
1 month ago
Montreal, Quebec, Canada National Bank Full timeJoin Our Team as a Market Risk Model ValidatorWe are seeking a highly skilled Market Risk Model Validator to join our team at National Bank. As a Market Risk Model Validator, you will play a critical role in ensuring the accuracy and reliability of our market risk models.Key Responsibilities:Validate and establish the acceptability of market risk...
-
Risk Model Validator
1 month ago
Montreal, Quebec, Canada National Bank Full timeJoin Our Team as a Market Risk Model ValidatorWe are seeking a highly skilled Market Risk Model Validator to join our team at National Bank. As a Market Risk Model Validator, you will play a critical role in ensuring the accuracy and reliability of our market risk models.Key Responsibilities:Validate and establish the acceptability of market risk...
