Market Risk Model Validation Expert
2 weeks ago
As an Advisor in Market Risk Model Validation at National Bank, you will play a key role in shaping the bank's risk management strategy. Your expertise will be instrumental in validating and establishing the acceptability of models, quantifying potential losses, and contributing to model risk governance and management.
Key Responsibilities- Validate market risk models, analyzing risk measurement (VaR/sVaR) and profits and losses (P/L)
- Produce detailed validation reports, making recommendations to managers on model applications and limitations
- Participate in the implementation and management of the dynamic model inventory
- Develop model risk measurement and quantification tools to support team activities and risk management
- Establish potential model risks in accordance with financial literature and theory
- Contribute to large-scale projects and complex mandates with significant impact on the bank's profitability
- Perform analyzes and assess risk to guide stakeholder decisions and ensure operational efficiency and information quality
You will report to the Leader Market Risk Model Validation and Governance of the Market Risk Model Validation team. This dynamic team is comprised of expert employees with valuable experience, and you will benefit from their knowledge and support.
Requirements- Completed master's degree in a related field
- Experience in risk management
- Good knowledge of financial and derivative products
- Knowledge of the Basel II Accord is an asset
- Strong skills in the quantitative field (numerical methods) and programming (Matlab, Python, etc.)
In addition to competitive compensation, you will be eligible for a wide range of flexible benefits to promote your wellbeing and that of your family.
- Health and wellness program with various options
- Flexible group insurance
- Generous pension plan
- Employee Share Ownership Plan
- Employee and Family Assistance Program
- Preferential banking services
- Opportunities to get involved in community initiatives
- Telemedicine service
- Virtual sleep clinic
National Bank is 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 want our recruitment process to be fully accessible. If you require accommodation, feel free to let us know during your first conversations with us.
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Market Risk Model Validation Expert
2 weeks 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...
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Market Risk Model Validation Expert
2 weeks 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...
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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...
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