Advisor Risk Model Validation

A career as a risk Model Validation Advisor on the market risk Model Validation team at National Bank means acting as a model risk validation and management specialist. This position allows you to have a direct impact on the quality of decisions and risk management thanks to your knowledge of financial modelling, analytical skills and expertise in model validation.

Your job

• 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 practises, financial literature and regulatory requirements
• Collaborate with stakeholders and support man...