Advisor Risk Model Validation (Laval)

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.

Responsibilities

• Validate market, counterparty and economic capital risk models by analysing risk metrics (VaR, SVaR) and profits and losses.
• Produce explicit 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.
• Analyse model risks based on best practices, financial literature and regulatory requirements.
• Collaborate with stakeholders and support managers on proj...