Each day you will go above and beyond to: 

• Validating all financial models, including pricing and risk models (including Stress), owned by Markets and Treasury, whether those models were developed internally or by an external party, prior to implementation and post implementation into a technology asset. 

• Revalidation of all Markets and Treasury models on a periodic basis. 

• Ensure prospective risk appetite breaches, material risks, loss events and/or deviations from the Model Risk Policy/Framework are known to relevant Domain-aligned teams and escalated on a timely basis. 

• Leverage specialist skills and subject matter expertise from other Risk and business teams as required. 

We’re looking for the best and brightest to deliver the best for our customers. You’ll need:  

• 5+ years’ professional experience in quantitative risk management at a bank 

• Strong understanding and management of model risk 

• Financial and numerical literacy 

• Experience in derivatives pricing and in the validation of models across traded or non-traded market risk. 

• Experience with a programming language, e.g. C++/C#/Python 

A diverse and inclusive workplace works better for everyone  

We know that our people make us who we are. That's why we have built a culture of equity and respect – where everyone feels valued and appreciated for being their authentic selves. In partnership with our multiple Employee Resource Groups (ERGs) we continue to foster an inclusive environment, where all NAB colleagues’ unique backgrounds and identities are understood, respected and celebrated.  

 Join NAB