Senior Director Treasury Models Validation Hybrid Job number: 32954 Category: Manager Status: Permanent Schedule: Full-Time Closing date: 08-May-2026 Area(s) of interest: Risk management Location(s): Edmonton, Montreal, Toronto 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. 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 Reason to require this language: you will need to discuss frequently with our service providers or partners who speak a language other than French. Benefits Health and wellness program, including many options Employee Share Ownership Plan Employee and family assistance program Preferential banking services Involvement in community initiatives Virtual sleep clinic #J-18808-Ljbffr
Senior Director Treasury Models Validation
BANQUE NATIONALE DU CANADA
montreal (administrative region), montreal (administrative region)
Published 25 days ago
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