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 fitness for purpose
- O...