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. organization thanks to your expertise in model validation, risk analytics, and 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. 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 Model Risk Management sector, you are part of a leadership team and report to the Managing Director, Model Risk Management. and risk management. quality of life, including a hybrid work environment and a flexible schedule. Our personalized training Tools such as the Data Academy, language training, the Harvard Learning Center, and coaching and mentoring support are 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.

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 In addition to competitive compensation, upon hiring you'll be eligible for a wide range of flexible perks to help promote your wellbeing and that of your family such as: Flexible group insurance Generous pension plan Employee and family assistance program Involvement in community initiatives Virtual sleep clinic Whether through our surveys or programs, regular feedback and ongoing communication are encouraged. We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments.

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