Manager, Credit Risk Measurement

2 days ago

Toronto, Canada Royal Bank of Canada Full time

**What is the opportunity?**

**What will you do?**
- Develops and maintains tools used for the implementation and execution of credit risk models. These models are used in the measurement of Expected Credit Loss (ECL), Provision for Credit Losses, and RWA for internal and regulatory stress testing.
- Execute the production of stress testing projections for internal and regulatory filings.
- Identify ECL production challenges and conducts independent problem solving to resolve proficiently.
- Support ad-hoc stress testing and analytical request.
- Communicate results and analyses to management and key stakeholders.

**What do you need to succeed?**

**Must Have**:

- Experience with SAS & Python programming
- Experience with data analytics
- Knowledge of credit products in the financial industry
- Post-graduate degree with quantitative background, such as mathematics, statistics, economics, etc.

**Nice-to-Have**:

- Familiarity with statistical modelling of credit products
- Experience with IFRS 9 or stress testing programs in the financial industry
- Master/Ph.D. degree
- FRM/CFA designation

**What is in it for you?**

We thrive on the challenge to be our best, progressive thinking, to keep growing, and working together to build and deliver trusted reporting to help our stakeholders succeed and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.
- A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation
- Ability to make a difference and lasting impact
- Work in a dynamic, collaborative, progressive, and high-performing team
- Opportunities to take on progressively greater accountabilities

**Job Skills**

Analytics, Collaborating, Credit Risk Modeling, Data Analytics, Python (Programming Language), Risk Analytics, Risk Management, SAS, Statistical Analysis, Statistical Models, Stress Testing

**Additional Job Details**

**Address**:
RBC CENTRE, 155 WELLINGTON ST W:TORONTO

**City**:
Toronto

**Country**:
Canada

**Work hours/week**:
37.5

**Employment Type**:
Full time

**Platform**:
GROUP RISK MANAGEMENT

**Job Type**:
Regular

**Pay Type**:
Salaried

**Posted Date**:
2025-10-10

**Application Deadline**:
2025-10-24

**I**nclusion** and Equal Opportunity Employment**

At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

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