Join National Bank as a Chief Advisor focusing on Quantitative Risk within the Internal Audit Capital Markets team. Leverage your quantitative skills to audit and enhance key risk models and analytics.
In this leadership role, you will execute critical audits on model risk and provide insights into market risk methodologies. Your efforts will ensure robust governance and compliance with regulatory standards. A collaborative approach will be essential when working with Market Risk and other control functions to drive improvement.
Key Responsibilities:
• Execute audits targeting model risk and methodologies
• Assess model lifecycle controls for effectiveness
• Perform quantitative analyses such as backtesting reviews
• Provide expert advice on quantitative topics to senior management
• Guide and upskill teams in governance and risk practices
Requirements:
• Bachelor’s or Master’s degree in a related field
• 10+ years in relevant roles within Capital Markets<...