Senior Director Treasury Models Validation

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 fitness for purpose
• Oversee the design and execution of
  validation testing, including benchmarking, sensitivity analysis, and stress
  testing
• Manage model-related issues by
  defining remediation actions, tracking progress, and ensuring effective
  resolution through independent verification
• Improve validation frameworks,
  tools, and processes to enhance efficiency, transparency, and quality of model
  oversight

Your
team

Within the Model Risk Management sector, you are part of a leadership team and report to the Managing Director, Model Risk Management. Our team stands out for its strong expertise, collaboration, and commitment to high standards of governance and risk management. We aim to offer you maximum flexibility to promote your quality of life, including a hybrid work environment and a flexible schedule.

The Bank values continuous development and internal mobility. Our personalized training programs, based on learning through action, allow you to master your role and develop new areas of expertise. Tools such as the Data Academy, language training, the Harvard Learning Center, and coaching and mentoring support are available to you at all times.

Prerequisites

• Hold at least a bachelor’s degree
  and six to ten years of relevant experience in model validation, model risk
  management, or a similar function
• Demonstrate experience with Treasury
  models and balance sheet risk analytics, including IRRBB and liquidity risk
• Show strong expertise in validation
  methodologies such as benchmarking, sensitivity analysis, and stress testing
• Have hands-on experience with data
  and analytics tools such as Python, R, or SQL, and the ability to review model
  implementation and outputs
• Possess in-depth knowledge of model
  risk management frameworks, including lifecycle governance, documentation, and
  monitoring
  

Languages: French, English
Reason to require this language: you will need to discuss frequently with our service providers or partners who speak a language other than French.
Required skills: Business Alignment, Critical Thinking, Data-Driven Decision-Making, Decision Making, Diversity & Inclusion, Emotional Intelligence, Innovation Management, Learning Agility, Managerial Courage, Mobilization, Partner Development, Resiliency, Risk Management, Strategic Vision, Strategy Execution

Your benefits
In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family such as:

* Health and wellness program, including many options
* Flexible group insurance
* Generous pension plan
* Employee Share Ownership Plan
* Employee and family assistance program
* Preferential banking services
* Involvement in community initiatives
* Telemedicine service
* Virtual sleep clinic

We have an offer that keeps up with trends as well as your needs and those of your family.

Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We value employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication are encouraged.

Making a bold move in a people-first environment
We’re a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on people’s lives. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments. We aim, wherever possible, to provide a barrier-free and accessible environment to all employees.

We strive to provide accessibility measures throughout the recruitment process within the limits of our available resources. If you require accommodations, feel free to let us know during our initial conversations. We welcome all candidates! What can you bring to our team?

Join us!