Associate Director, Credit Risk Models at RBC
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As an Associate Director within the Group Risk Management team, you will focus on conceptual design, development, and maintenance of mathematical models related to counterparty credit risk. This crucial position demands strong analytical skills and a deep understanding of asset classes, regulatory requirements, and best practices to support model integrity and effectiveness.
Key Responsibilities: • Collaborate with users to gather model requirements • Conduct research on regulatory and best practice modeling • Recommend methodologies and technical implementation strategies • Document methodologies and testing results for approval • Develop tools for ongoing model performance monitoring
Requirements: • Broad knowledge of traded products across asset classes • Understanding of counterparty credit risk management • Strong programming skills in Python and data analysis • Excellent problem-solving capabilities • Strong English communication skills for complex concepts
Elevate your career by driving effective model management at RBC in Toronto.
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