Risk Model Validation Advisor National Bank

Elevate your career as a Risk Model Validation Advisor on the market risk team at National Bank. Utilize your financial modelling expertise for impactful risk management and validation.

At National Bank, this advisor role focuses on model risk validation and management, requiring around five years of experience. You’ll validate market, counterparty, and economic capital risk models while producing clear validation reports. Your work is vital to enhance model governance and develop risk quantification tools.

Key Responsibilities:
• Validate risk models by analyzing risk metrics
• Produce comprehensive validation reports and recommendations
• Develop and enhance model risk quantification tools
• Manage and develop the model inventory effectively
• Analyze model risks based on best practices

Requirements:
• Diploma in finance, mathematics, or related field
• Approximately 5 years of risk management experience...