Senior Advisor Model Validation (Montreal)

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...