Senior Director Treasury Models Validation

Full-time Other-General

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 leader...