Market Risk Model Validation Expert

2 months ago


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

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.
  • Participate in large-scale projects and complex mandates with significant impact on the Bank's profitability.
  • Provide expert analysis and risk assessments to guide stakeholder decisions.
About the Team

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
  • Completed master's degree in a related field.
  • Experience in risk management, preferably in the financial industry.
  • 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.).
What We Offer

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. These include health and wellness programs, flexible group insurance, a generous pension plan, and opportunities to get involved in community initiatives.

About Us

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 people's lives, and our core values of partnership, agility, and empowerment inspire us. We are committed to inclusivity and want to offer an accessible, barrier-free workplace to all employees.



  • Montreal, Quebec, Canada National Bank Full time

    Join Our Team as a Market Risk Model Validation ExpertWe are seeking a highly skilled Market Risk Model Validation Expert 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 financial models.Key Responsibilities:Validate market risk models...


  • Montreal, Quebec, Canada National Bank Full time

    Join Our Team as a Market Risk Model Validation ExpertWe are seeking a highly skilled Market Risk Model Validation Expert 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 financial models.Key Responsibilities:Validate market risk models...


  • Montreal, Quebec, Canada National Bank Full time

    About 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...


  • Montreal, Quebec, Canada National Bank Full time

    About 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 Validator

    1 month ago


    Montreal, Quebec, Canada National Bank Full time

    Join Our Team as a Market Risk Model ValidatorWe are seeking a highly skilled Market Risk Model Validator to join our team at National Bank. 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 and establish the acceptability of market risk...

  • Risk Model Validator

    1 month ago


    Montreal, Quebec, Canada National Bank Full time

    Join Our Team as a Market Risk Model ValidatorWe are seeking a highly skilled Market Risk Model Validator to join our team at National Bank. 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 and establish the acceptability of market risk...


  • Montreal, Quebec, Canada National Bank Full time

    Join Our Team as a Market Risk Model Validation ExpertWe are seeking a highly skilled Market Risk Model Validation Expert 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 risk models.Key Responsibilities:Validate market risk models to...


  • Montreal, Quebec, Canada National Bank Full time

    Join Our Team as a Market Risk Model Validation ExpertWe are seeking a highly skilled Market Risk Model Validation Expert 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 risk models.Key Responsibilities:Validate market risk models to...

  • Risk Model Validator

    3 weeks ago


    Montreal, Quebec, Canada National Bank Full time

    Join Our Team as a Market Risk Model ValidatorWe are seeking a highly skilled Market Risk Model Validator to join our team at National Bank. 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 and establish the acceptability of market risk...

  • Risk Model Validator

    3 weeks ago


    Montreal, Quebec, Canada National Bank Full time

    Join Our Team as a Market Risk Model ValidatorWe are seeking a highly skilled Market Risk Model Validator to join our team at National Bank. 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 and establish the acceptability of market risk...


  • Montreal, Quebec, Canada National Bank Full time

    About 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...


  • Montreal, Quebec, Canada National Bank Full time

    About 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 family, 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 measure potential...


  • Montreal, Quebec, Canada National Bank Full time

    About 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 family, 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 measure potential...


  • Montreal, Quebec, Canada National Bank Full time

    Job Title: Advisor Market Risk Model ValidationJoin National Bank as an Advisor in Market Risk Model Validation and contribute to the transformation of our risk management practices. As a key member of our team, you will play a crucial role in validating and establishing the acceptability of models, quantifying potential losses, and contributing to model...


  • Montreal, Quebec, Canada National Bank Full time

    About 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 family, 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 measure potential...


  • Montreal, Quebec, Canada National Bank Full time

    About 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 family, 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 measure potential...


  • Montreal, Quebec, Canada National Bank Full time

    About 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 family, 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 measure potential...


  • Montreal, Quebec, Canada National Bank Full time

    About 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 family, 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 measure potential...


  • Montreal, Quebec, Canada National Bank Full time

    About 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.Your primary responsibility will be to validate market risk models, analyzing risk...


  • Montreal, Quebec, Canada National Bank Full time

    About 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.Your primary responsibility will be to validate market risk models, analyzing risk...