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Senior Director Treasury Models Validation

Company: National Bank of Canada

Location: montreal (administrative region), London

Posted: June 08, 2026

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Position Details

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...