Market Risk Model Validator

3 days ago

Montreal, Quebec, Canada National Bank of Canada Full time
Join Our Team as a Market Risk Model Validator

We are seeking a highly skilled Market Risk Model Validator to join our team at National Bank of Canada. 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 market risk models to ensure they are accurate and reliable
  • Assist in the development and implementation of model risk governance and management frameworks
  • Collaborate with stakeholders to identify and mitigate potential model risks
  • Develop and maintain model risk measurement and quantification tools
  • Participate in large-scale projects and complex mandates to ensure model risk management
Requirements:
  • Experience in risk management and model validation
  • Knowledge of the Basel II Accord and its implications
  • Strong skills in quantitative analysis and programming (Matlab, Python, etc.)
  • Excellent communication and collaboration skills
What We Offer:
  • Competitive compensation and benefits package
  • Opportunities for professional growth and development
  • A dynamic and collaborative work environment
  • Flexible work arrangements and a healthy work-life balance

We are committed to creating a diverse and inclusive workplace that reflects the communities we serve. If you are a motivated and detail-oriented individual who is passionate about risk management and model validation, we encourage you to apply for this exciting opportunity.

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