Market Risk Model Validation Advisor

Become a key player in risk management as a Market Risk Model Validation Advisor at National Bank. Utilize your financial modelling skills and analytical abilities to impact decision quality and mitigate risks.

In this role, you'll validate market, counterparty, and economic capital risk models by analyzing critical risk metrics. Your contributions help formulate recommendations, enhance model governance, and ensure compliance with regulatory frameworks. Collaborating with diverse stakeholders, you will also support projects aimed at improving model effectiveness and accuracy.

Key Responsibilities: • Validate risk models through in-depth analysis of metrics • Produce validation reports with actionable recommendations • Develop and enhance model quantification tools • Contribute to maintaining the model inventory governance • Analyze model risks using best practices and regulations

Requirements: • 5 years of experience in risk management or model validation • ...