Job Description
Overview
A career as a Model Validation Advisor on the market risk Model Validation team at National Bank involves specialising in the independent validation of risk models. This position allows you to have a concrete impact on the quality of risk management decisions through expertise in quantitative modelling, analytical testing and model governance.
Your job
- Independently validate market, counterparty and economic capital risk models by producing rigorous analyses and clear conclusions
- Analyze and test methodologies, assumptions, calibrations and model implementation mechanisms (including valuation and risk frameworks)
- Carry out quantitative tests (comparisons, sensitivity analyses, feedback tests) and interpret the results to identify risks and gaps
- Assess model lifecycle controls and ensure compliance with governance requirements
- Contribute to the continuous improvement of validation practices and share knowle...