Lead Treasury models validation at National Bank, enhancing risk management processes and governance frameworks. This senior role focuses on independent validation, risk analytics, and team development within a hybrid work setting.
As a Senior Director in Model Risk Management, your expertise will elevate the reliability of models managing balance sheet risks. You will oversee validation strategies, coach a talented team, and ensure adherence to organizational and regulatory standards. This position addresses model validation with a strong focus on continuous improvement and quality oversight.
Key Responsibilities:
• Define Treasury model validation strategy and governance framework
• Lead and develop a team of validators for quality assurance
• Validate IRRBB and liquidity risk models for conceptual soundness
• Oversee execution of validation tests, including stress testing
• Manage model-related issues and define remediation actions
Requirements:
• Bachelor...