Lead the independent validation of risk models at National Bank as a Market Risk Model Validation Advisor. Your quantitative modeling expertise will shape effective risk management decisions in a hybrid work setting.
In this senior role, you will specialize in validating market, counterparty, and economic capital risk models. Bringing over five years of relevant experience, you will perform comprehensive analyses and testing methodologies, calibrations, and implementation mechanisms. Your critical thinking will be pivotal in identifying risks and enhancing model governance.
Key Responsibilities:
• Independently validate various risk models through thorough analyses
• Analyze methodologies and assumptions to ensure accuracy
• Conduct quantitative tests, interpreting results for risks
• Oversee model lifecycle controls and governance compliance
• Enhance validation practices and share insights with the team
Requirements:
• Bachelor, Master, or PhD in a quantita...