Advisor for Market Risk Model Validation

Shape the future of financial decision-making as a Risk Model Validation Advisor at National Bank. Utilize your deep understanding of financial modeling in a rewarding hybrid role. Reporting to the Senior Manager, you will validate a variety of risk models and contribute to improving model governance practices. With approximately five years of dedicated experience in model validation or risk management, you'll analyze metrics while collaborating within a specialized, supportive team to enhance compliance with regulatory standards. Key Responsibilities:

• Validate market and economic capital risk models effectively
• Create insightful validation reports with actionable recommendations
• Innovate model risk quantification tools to drive compliance
• Contribute to maintaining the model inventory with a focus on governance
• Work alongside stakeholders on risk projects to foster collaboration

Requirements:

• Diploma in finance, mathematics, or financial engineering
• 5 years of experience in model validation or risk management
• Proficiency with programming tools such as Python or Matlab
• Familiarity with regulatory frameworks like Basel or Guideline E23
• In-depth knowledge of financial products and derivatives

Take your career in risk validation to new heights with National Bank, where your skills can have a meaningful impact. #J-18808-Ljbffr