Advisor Risk Model Validation (Côte Saint-Luc)

Responsibilities

• Validate market, counterparty and economic capital risk models by analysing risk metrics (VAR, SVAR) and profits and losses.
• Produce clear validation reports and make recommendations on limits and use of models.
• Develop and improve model risk quantification tools to support the sector's activities.
• Contribute to model governance, including managing and developing the model inventory.
• Analyze model risks based on best practices, financial literature and regulatory requirements.
• Collaborate with stakeholders and support managers in projects related to risk validation and management.

Work Environment

Hybrid work environment and a flexible, adaptable schedule. Continuous development and internal mobility are supported with training programs and mentorship.

Qualifications

A diploma in a relevant field (finance, mathematics, financial engineering or a related field) and ap...