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. You will develop and guide a team of model validators, ensuring they uphold high governance and quality standards. Your responsibility includes validating model soundness and managing issues through effective remediation strategies.
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
• Profic...