Join National Bank as a Senior Director in Treasury Models Validation, focusing on effective model validation and risk management. Embrace a hybrid work culture that promotes work-life balance. In this vital role, you’ll lead the independent validation of Treasury models, with an emphasis on IRRBB and liquidity risk.
Key Responsibilities
- Define validation strategy for Treasury models
- Mentor and develop team members in validation processes
- Validate IRRBB and liquidity risk model effectiveness
- Execute stress testing and benchmarking for validation
- Manage and resolve model-related challenges
Requirements
- 6-10 years of experience with model risk management
- Expertise in Treasury models and risk assessment
- Proficient in validation methodologies and tools
- Experience with data analytics using Python, R, or SQL
- In-depth knowledge of model governance frameworks