DataAnnotations: Recursively validating an entire object graph

I have an object graph sprinkled with DataAnnotation attributes, where some properties of objects are classes which themselves have validation attributes, and so on.

In the following scenario:

public class Employee
{
    [Required]
    public string Name { get; set; }

    [Required]
    public Address Address { get; set; }
}

public class Address
{
    [Required]
    public string Line1 { get; set; }

    public string Line2 { get; set; }

    [Required]
    public string Town { get; set; }

    [Required]
    public string PostalCode { get; set; }
}

If I try to validate an Employee's Address with no value for PostalCode, then I would like (and expect) an exception, but I get none. Here's how I'm doing it:

var employee = new Employee
{
    Name = "Neil Barnwell",
    Address = new Address
    {
        Line1 = "My Road",
        Town = "My Town",
        PostalCode = "" // <- INVALID!
    }
};

Validator.ValidateObject(employee, new ValidationContext(employee, null, null));

What other options do I have with Validator that would ensure all properties are validated recursively?