Market Risk Model Validation Specialist

2 days ago


Montreal, Quebec, Canada National Bank Full time
About the Role

We 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 Responsibilities
  • Validate market risk models to ensure they are accurate and reliable
  • Develop and implement model risk governance and management frameworks
  • Collaborate with cross-functional teams to identify and mitigate potential model risks
  • Develop and maintain model risk measurement and quantification tools
  • Provide expert advice to stakeholders on model risk management best practices
Requirements
  • Master's degree in a related field (e.g. finance, mathematics, statistics)
  • Proven experience in risk management, particularly in market risk
  • Strong knowledge of financial and derivative products
  • Excellent analytical and problem-solving skills
  • Ability to work in a fast-paced environment and prioritize multiple tasks
What We Offer

As a Market Risk Model Validation Specialist at National Bank, you will have the opportunity to work with a talented team of professionals and contribute to the development of our risk management capabilities. We offer a competitive compensation package, including a comprehensive benefits program and opportunities for professional growth and development.



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