Quantitative Risk Manager

2 weeks ago

Toronto, Ontario, Canada Royal Bank of Canada> Full time
Job Summary

We are seeking a highly skilled and experienced Quantitative Risk Manager to join our Enterprise Model Risk Management team at Royal Bank of Canada. As a key member of our team, you will be responsible for ensuring the integrity and efficacy of various quantitative models used in the bank.

Key Responsibilities
  • Model Validation: Validate models, including regression models, front office pricing models, market and counterparty credit risk models, and credit risk models.
  • Stakeholder Engagement: Engage with risk, finance, front office, and other related function group personnel to identify, assess, monitor, and manage model risk proactively.
  • Oversight Responsibilities: Ensure that models are appropriately registered and risk rated by EMRM, validated before use, and follow appropriate protocol when adjustments or other changes are made to a model, its inputs or outputs.
  • Model Design and Use: Offer input on model design or use that would enhance the management of model risk, where independence of oversight is not compromised.
Requirements
  • Education: Hold a Master's degree in a quantitative discipline such as math, physics, econometrics, statistics, or financial engineering.
  • Experience: Possess more than 1 year of working experience as a quantitative analyst and/or in mathematical/statistical modeling.
  • Skills: Have a strong quantitatively oriented knowledge of financial products and industry best practices and regulatory requirements for model risk management, as well as experience in working with programming languages (Python, C++/C# or VBA) or statistical analysis tools (SAS, MATLAB, or R).
  • Soft Skills: Strong verbal and written communication skills, as well as a collaborative mind-set with strong interpersonal skills.
What We Offer
  • Total Rewards Program: A comprehensive program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable.
  • Leadership Development: Leaders who support your development through coaching and managing opportunities.
  • Work-Life Balance: Flexible work/life balance options.
  • Professional Growth: Opportunities to do challenging work and make a lasting impact.
Why Join Us

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper.

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