Risk Model Validation Specialist
4 days ago
We are seeking a highly skilled Risk Model Validation Specialist to join our Market Risk Model Validation team at National Bank. As a key member of our team, you will play a critical role in ensuring the accuracy and reliability of our market risk models.
Key Responsibilities- Validate Market Risk Models: You will be responsible for validating market risk models, including analysis of risk measurement (VaR/sVaR) and profits and losses (P/L).
- Produce Detailed Validation Reports: You will produce detailed validation reports and make recommendations to managers regarding the applications and limitations of the models.
- Participate in Model Risk Governance: You will participate in the implementation and management of the dynamic model inventory and develop model risk measurement and quantification tools to support team activities and the risk management sector.
- Establish Potential Model Risks: You will establish potential model risks in accordance with specifications according to financial literature and theory.
You will report to the Leader Market Risk Model Validation and Governance of the Market Risk Model Validation team. Our team is a medium-size and dynamic team made up of expert employees with a valuable experience. We are a collaborative team that shares knowledge and supports each other.
Requirements- Completed Master's Degree: You must have a completed master's degree related to the sector of activity.
- Experience in Risk Management: You must have experience in risk management.
- Good Knowledge of Financial and Derivative Products: You must have good knowledge of financial and derivative products.
- Knowledge of Basel II Accord: Knowledge of the Basel II Accord and up is an asset.
- Good Skills in Quantitative Field: You must have good skills in the quantitative field (numerical methods) and in programming (Matlab, Python, etc.).
We are 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.
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Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Risk Model Validation Specialist to join our Market Risk Model Validation team at National Bank. As a key member of our team, you will play a critical role in ensuring the accuracy and reliability of our market risk models.Key ResponsibilitiesValidate market risk models to ensure they are accurate and...
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1 week ago
Montreal, Quebec, Canada National Bank of Canada Full timeAbout the RoleWe are seeking a highly skilled Risk Model Validation Specialist to join our Market Risk Model Validation team at National Bank of 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...
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1 week ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Specialist 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 ResponsibilitiesValidate market risk models to ensure they are accurate and...
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Market Risk Model Validation Specialist
1 week ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Specialist 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 ResponsibilitiesValidate market risk models to ensure they are accurate and...
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Market Risk Model Validation Specialist
7 days ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Specialist 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 ResponsibilitiesValidate market risk models to ensure they are accurate and...
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Market Risk Model Validation Specialist
1 week ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe 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 financial models.Key ResponsibilitiesValidate market risk models to ensure they accurately measure potential...
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Market Risk Model Validation Specialist
1 week ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe 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 ResponsibilitiesValidate market risk models to ensure they accurately capture potential...
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Market Risk Model Validation Specialist
1 week ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe 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 ResponsibilitiesValidate market risk models to ensure they accurately capture potential...
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Market Risk Model Validation Specialist
3 days ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe 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 ResponsibilitiesValidate market risk models to ensure they are accurate and...
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Market Risk Model Validation Specialist
2 days ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe 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 ResponsibilitiesValidate market risk models to ensure they are accurate and...
