Job Description
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 managers in projects re...