Banque Nationale du Canada
Treasury Models Validation Director at National Bank
Job Description
As the Treasury Models Validation Director at National Bank, lead model validation excellence in a hybrid work environment. Leverage your risk analytics expertise to safeguard financial integrity.
You will serve as a pivotal leader in the Model Risk Management team, managing the assessment and validation of Treasury models. Your knowledge of IRRBB and liquidity risk will guide your approach to ensuring model robustness and adherence to standards. Flexibility in scheduling enables you to balance your professional and personal life effectively.
Key Responsibilities:
• Define and enforce validation governance strategies
• Develop and lead a high-performing validation team
• Assess conceptual soundness of liquidity risk models
• Execute benchmarking and stress testing methodologies
• Track and resolve model-related issues independently
Requirements:
• Bachelor’s degree with 6-10 years experience in model validation
• Proven expertise in Treasury models and ris...
You will serve as a pivotal leader in the Model Risk Management team, managing the assessment and validation of Treasury models. Your knowledge of IRRBB and liquidity risk will guide your approach to ensuring model robustness and adherence to standards. Flexibility in scheduling enables you to balance your professional and personal life effectively.
Key Responsibilities:
• Define and enforce validation governance strategies
• Develop and lead a high-performing validation team
• Assess conceptual soundness of liquidity risk models
• Execute benchmarking and stress testing methodologies
• Track and resolve model-related issues independently
Requirements:
• Bachelor’s degree with 6-10 years experience in model validation
• Proven expertise in Treasury models and ris...