A career as a Model Risk Governance Specialist - Risk Assessment in the Model Risk Management team at National Bank means acting as a quantitative governance specialist responsible for evolving, calibrating and maintaining the Bank’s established model risk assessment methodologies.

In this role, you help strengthen model risk governance by ensuring that model risk is assessed consistently across the organization, based on the inherent risk of using a model, including model vulnerabilities, materiality of impacts, model uncertainty, limitations, usage and ongoing monitoring results.

Your job

As a Model Risk Governance Specialist - Risk Assessment, you will:

• Drive the ongoing evolution, calibration and expansion of the Bank’s established model risk rating and assessment methodology, including practices related to inherent model risk, model vulnerabilities, materiality of impacts, uncertainty, limitations and usage.
• Define and calibrate c...