Lead the Treasury Models Validation team at National Bank as a Senior Director. Focus on validating models and enhancing risk management in a hybrid work culture.
In this critical position, you will drive independent validation of Treasury models, ensuring effective assessment of IRRBB and liquidity risk. Your role will also involve mentoring team members in validation processes and resolving model challenges, fostering a supportive environment for professional growth.
Key Responsibilities:
• Define validation strategy for Treasury models
• Mentor and develop team members in validation processes
• Validate effectiveness of IRRBB and liquidity risk models
• Execute stress testing and benchmarking for validation
• Manage and resolve model-related challenges
Requirements:
• 6-10 years of model risk management experience
• Expertise in Treasury models and risk assessment
• Proficiency in validation methodologies and tools
• Data analytics experience usin...