Model Validation AVP - Treasury

Join us as a Model Validation AVP -Treasury, responsible for validating behavioral and non-traded market risk models within Treasury IVU to ensure they are fit for use at inception and through ongoing periodic reviews. This role focuses on Liquidity, IRRBB, valuation, hedge accounting and Treasury related stress testing models, supporting enterprise-wide risk management and ensuring compliance with regulatory expectations. The position requires quantitative modeling skills, statistical analysis, and programming expertise, with hands on involvement in model assessment, documentation, communication of findings and a mindset to challenge the status-quo. You will partner closely with stakeholders across Risk, Treasury, and Finance as well as products subject matter experts while delivering high quality validation work within specified timelines.