A career asa Senior Director Treasury Models Validation in the Model Risk Management teamat National Bank means acting as a leader in the independent validation ofTreasury models. This role allows you to have a positive impact on ourorganization thanks to your expertise in model validation, risk analytics, andgovernance frameworks. You play a key role in ensuring that models used tomanage balance sheet risks are reliable, robust, and aligned withorganizational and regulatory expectations.Your roleDefine and implement the Treasury model validation strategy, including priorities, governance, and risk-based planningLead, coach, and develop a team of validators by setting clear expectations, building capabilities, and ensuring consistent quality standardsValidate and challenge IRRBB and liquidity risk models to assess their conceptual soundness, data quality, assumptions, and overall fitness for purposeOversee the design and execution of validation testing, including benchmarking, sensitivity analysis, and stress testingManage model-related issues by defining remediation actions, tracking progress, and ensuring effective resolution through independent verificationImprove validation frameworks, tools, and processes to enhance efficiency, transparency, and quality of model oversightWithin theModel Risk Management sector, you are part of a leadership team and report tothe Managing Director, Model Risk Management. Our team stands out for itsstrong expertise, collaboration, and commitment to high standards of governanceand risk management. We aim to offer you maximum flexibility to promote yourquality of life,



including a hybrid work environment and a flexible schedule.The Bankvalues continuous development and internal mobility. Our personalized trainingprograms, based on learning through action, allow you to master your role anddevelop new areas of expertise. Tools such as the Data Academy, languagetraining, the Harvard Learning Center, and coaching and mentoring support areavailable to you at all times.PrerequisitesHold at least a bachelor's degree and six to ten years of relevant experience in model validation, model risk management, or a similar functionDemonstrate experience with Treasury models and balance sheet risk analytics, including IRRBB and liquidity riskShow robust expertise in validation methodologies such as benchmarking, sensitivity analysis, and stress testingHave hands-on experience with data and analytics tools such as Python, R, or SQL, and the ability to review model implementation and outputsPossess in-depth knowledge of model risk management frameworks, including lifecycle governance, documentation, and monitoringLanguages: French, EnglishReason 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 ExecutionYour benefitsIn 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 optionsFlexible group insuranceGenerous pension planEmployee Share Ownership PlanEmployee and family assistance programPreferential banking servicesInvolvement in community initiativesTelemedicine serviceVirtual sleep clinicWe 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 environmentWe'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? #J-18808-Ljbffr

📌 Senior Director Treasury Models Validation (Montreal)
🏢 National Bank of Canada
📍 Montreal