Senior Advisor for Risk Model Validation

Become a Senior Advisor for Risk Model Validation at National Bank. Apply your quantitative modelling skills to influence critical risk management decisions in a collaborative environment.
As part of the market risk Model Validation team, you will be responsible for validating and analyzing risk models, ensuring adherence to governance standards. Your expertise will drive improvements in validation practices while you work in a hybrid model that promotes work-life balance.
Key Responsibilities:
• Validate comprehensive market risk models with analytical assessments
• Analyze assumptions and model implementation mechanisms
• Carry out quantitative testing to identify risks
• Ensure model lifecycle controls adhere to governance
• Support continuous improvement initiatives within the team
Requirements:
• Bachelor's, Master's, or PhD in a quantitative field
• 5+ years of risk modelling experience
• Deep understanding of derivative valuation
• Familiarity...