Job Description
Role Overview
A career in the Internal Audit Capital Markets team at National Bank means using your quantitative expertise to challenge models and risk analytics that support trading, market risk and valuation control. As Chief Advisor – Model & Quantitative Specialist, you will lead and deliver audits focused on model risk, market risk methodologies and front‑to‑back controls, helping strengthen governance, improve outcomes, and ensure key decisions are supported by robust analytics.
Responsibilities
- Lead and/or execute audits across Capital Markets with a primary focus on model risk and quantitative topics (e.g., market risk models, stress testing frameworks, limit controls, valuation and model governance).
- Assess model lifecycle controls end‑to‑end (development, implementation, independent validation, monitoring, change management and documentation) and evaluate alignment with governance expectations and regulatory requirements (including...