Senior Advisor Model Validation

Location(s): Edmonton, Montreal, Toronto

A career as a Model Validation Advisor on the market risk Model Validation team at National Bank means that you can specialise in the independent validation of risk models. This position allows you to have a concrete impact on the quality of risk management decisions thanks to your expertise in quantitative modelling, analytical testing and model governance.

• Independently validate market, counterparty and economic capital risk models by producing rigourous 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 improveme...