Become a Risk Model Validation Advisor at National Bank and enhance decision-making in risk management. Leverage your financial modeling skills and analytical expertise to ensure model quality and compliance.
In this role, you'll validate market, counterparty, and economic capital risk models, analyzing risk metrics such as VaR and SVaR. Collaborate with stakeholders as part of a specialized team reporting to the Senior Manager – Model Validation and Governance. Contribute to model governance while improving risk quantification tools to elevate the sector's activities.
Key Responsibilities:
• Validate various risk models using key financial metrics
• Produce detailed reports with recommendations on model usage
• Develop tools for quantifying model risk
• Manage and develop the model inventory for governance
• Collaborate with teams on risk validation projects
Requirements:
• Diploma in finance, mathematics, or related field
• Approximately five years in ri...