Market Risk Model Validation Expert
2 days ago
We are seeking a highly skilled Market Risk Model Validation Expert 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 are aligned with regulatory requirements and industry best practices.
- Develop and maintain detailed validation reports, providing recommendations and suggestions to management on model applications and limitations.
- Collaborate with cross-functional teams to implement and manage the dynamic model inventory.
- Design and develop model risk measurement and quantification tools to support team activities and risk management initiatives.
- Establish potential model risks in accordance with financial literature and theory, ensuring compliance with regulatory requirements.
- Participate in large-scale projects and complex mandates, providing expert analysis and risk assessment to inform business decisions.
You will report to the Leader, Market Risk Model Validation and Governance, and will be part of a dynamic and collaborative team of expert employees with valuable experience. Our team is committed to sharing knowledge and supporting each other, and we offer a diverse and stable work environment.
Requirements- Master's degree in a related field, such as finance, mathematics, or economics.
- Experience in risk management, with a strong understanding of financial and derivative products.
- Knowledge of the Basel II Accord and other regulatory requirements.
- Strong skills in quantitative analysis, numerical methods, and programming languages such as Matlab and Python.
In addition to competitive compensation, we offer a comprehensive benefits package, including health and wellness programs, flexible group insurance, and a generous pension plan. We are committed to creating a positive and inclusive work environment, and we actively listen to employee feedback and ideas.
-
Market Risk Model Validation Expert
6 days ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Expert 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 aligned with regulatory...
-
Market Risk Model Validation Expert
7 days ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Expert 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 aligned with regulatory...
-
Market Risk Model Validation Expert
6 days ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Expert 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 aligned with regulatory...
-
Market Risk Model Validation Expert
7 days ago
Montreal, Quebec, Canada National Bank Full timeAbout the RoleWe are seeking a highly skilled Market Risk Model Validation Expert 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 aligned with regulatory...
-
Risk Model Validation Advisor
4 days 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
3 days 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
4 days 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
3 days 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
6 days ago
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 ResponsibilitiesModel Validation: Validate market risk models to ensure they are...
-
Risk Model Validation Specialist
7 days ago
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 ResponsibilitiesModel Validation: Validate market risk models to ensure they are...
-
Risk Model Validation Specialist
4 days 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
3 days 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...
-
Senior Specialist, Model Validation Expert
6 days ago
Montreal, Quebec, Canada Canada Mortgage and Housing Corporation Full timeAbout the RoleWe are seeking a highly skilled Senior Specialist, Model Validation to join our Model Risk Management division, Model Validation group. As a key member of our team, you will play a critical role in ensuring the accuracy and reliability of our financial models, which are used to inform decision-making and enhance risk management.Key...
-
Senior Specialist, Model Validation Expert
6 days ago
Montreal, Quebec, Canada Canada Mortgage and Housing Corporation Full timeAbout the RoleWe are seeking a highly skilled Senior Specialist, Model Validation to join our Model Risk Management division, Model Validation group. As a key member of our team, you will play a critical role in ensuring the accuracy and reliability of our financial models, which are used to inform decision-making and enhance risk management.Key...
-
Senior Specialist, Model Validation Expert
6 days ago
Montreal, Quebec, Canada Canada Mortgage and Housing Corporation Full timeAbout the RoleWe are seeking a highly skilled Senior Specialist, Model Validation to join our Model Risk Management division, Model Validation group. As a key member of our team, you will play a critical role in ensuring the accuracy and reliability of our financial models.Key ResponsibilitiesPerform thorough validation of various models, including credit...
-
Senior Specialist, Model Validation Expert
6 days ago
Montreal, Quebec, Canada Canada Mortgage and Housing Corporation Full timeAbout the RoleWe are seeking a highly skilled Senior Specialist, Model Validation to join our Model Risk Management division, Model Validation group. As a key member of our team, you will play a critical role in ensuring the accuracy and reliability of our financial models.Key ResponsibilitiesPerform thorough validation of various models, including credit...
-
Senior Advisor, Modelling and Risk Expert
7 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob DescriptionJob Title: Senior Advisor, Modelling and Risk ExpertJob Summary:We are seeking a highly skilled and experienced Senior Advisor, Modelling and Risk Expert to join our team at SGS Société Générale de Surveillance SA. As a key member of our Global Markets Division, you will be responsible for leading and managing a team responsible for...
-
Senior Advisor, Modelling and Risk Expert
6 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob DescriptionJob Title: Senior Advisor, Modelling and Risk ExpertJob Summary:We are seeking a highly skilled and experienced Senior Advisor, Modelling and Risk Expert to join our team at SGS Société Générale de Surveillance SA. As a key member of our Global Markets Division, you will be responsible for leading and managing a team responsible for...
-
Senior Advisor, Modelling and Risk Expert
4 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob Summary:We are seeking a highly skilled Senior Advisor, Modelling and Risk Expert to join our team at SGS Société Générale de Surveillance SA. As a key member of our Global Markets Division, you will be responsible for leading and managing a team of quantitative analysts, ensuring accurate and timely monitoring of pricing models and margining models,...
-
Senior Advisor, Modelling and Risk Expert
3 days ago
Montreal, Quebec, Canada SGS Société Générale de Surveillance SA Full timeJob Summary:We are seeking a highly skilled Senior Advisor, Modelling and Risk Expert to join our team at SGS Société Générale de Surveillance SA. As a key member of our Global Markets Division, you will be responsible for leading and managing a team of quantitative analysts, ensuring accurate and timely monitoring of pricing models and margining models,...
