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.

• 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 w...