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

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 adaptable advantages 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!

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