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.
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: English, French
Reason to require this language: you will need to discuss frequently with our service providers or partners who speak a language other than French.
SkillsPress space or enter keys to toggle section visibility
Critical Thinking Diversity & Inclusion Emotional Intelligence Innovation Management Risk Management Business Alignment Data-Driven Decision-Making Decision Making Learning Agility Mobilization Partner Development Resiliency Strategic Vision Strategy Execution Managerial Courage
Your benefits In 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 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.
