National Bank of Canada
Senior Director Treasury Models Validation
Job Description
A career as
a Senior Director Treasury Models Validation in the Model Risk Management team
at National Bank means acting as a leader in the independent validation of
Treasury models. This role allows you to have a positive impact on our
organization thanks to your expertise in model validation, risk analytics, and
governance frameworks. You play a key role in ensuring that models used to
manage balance sheet risks are reliable, robust, and aligned with
organizational and regulatory expectations.
Your role
- Define and implement the Treasury
model validation strategy, including priorities, governance, and risk-based
planning - Lead, coach, and develop a team of
validators by setting clear expectations, building capabilities, and ensuring
consistent quality standards - Validate and challenge IRRBB and
liquidity risk models to assess their conceptual soundness, data quality,
assumptions, and overall...