Chief Advisor Quantitative Risk specialist Capital Markets
Banque Nationale du Canada
Job Description
Job number: 32867
Category: Senior Professional
Status: Permanent
Schedule: Full-Time
Date: 06-May-2026
Area(s) of interest: Capital Markets and treasury, Finance and accounting, Risk management
Location(s): Montreal, Toronto
Overview
A career in the Internal Audit Capital Markets team at National Bank requires 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, strengthening governance and ensuring 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 governan...