Treasury Models Validation Senior Director Role (Montreal)

Join National Bank as a Senior Director in Treasury Models Validation, focusing on effective model validation and risk management. Embrace a hybrid work culture that promotes work-life balance. In this vital role, you’ll lead the independent validation of Treasury models, with an emphasis on IRRBB and liquidity risk.

Key Responsibilities

• Define validation strategy for Treasury models
• Mentor and develop team members in validation processes
• Validate IRRBB and liquidity risk model effectiveness
• Execute stress testing and benchmarking for validation
• Manage and resolve model-related challenges

Requirements

• 6-10 years of experience with model risk management
• Expertise in Treasury models and risk assessment
• Proficient in validation methodologies and tools
• Experience with data analytics using Python, R, or SQL
• In-depth knowledge of model governance frameworks