Associate Director, Credit Risk Infrastructure

Job Description
What is the opportunity?
Reporting to the Director, Credit Risk Infrastructure, the Associate Director, Credit Risk Infrastructure develops and implements complex credit risk infrastructure and solutions to support RBC's stress testing (CCAR, EWST, MST) and credit provisioning (CECL, IFRS9) programs.

What will you do?

• Design, develop, and deploy credit risk model execution pipelines to support stress testing and credit provisioning programs
• Develop and implement downstream modules that are used across stress testing and provisioning programs.
• Work closely with enterprise infrastructure teams to implement execution pipelines using engineering practices such as CI (Continuous Integration)/CD (Continuous Delivery)
• Provide analytical support for downstream users to ensure compliance and mentorship over technical solutions

Must Have:

• 3+ years of relevant work experience
• University degree in a quantitative discipline such as Finance, Statistics, Economics, Math, Computer Science, or Engineering.
• Proven experience working with Python, Spark, SQL
• Proven experience working with version control systems, particularly Git
• Strong understanding of IT environments and systems
• Strong analytical, problem-solving abilities and excellent communication skills

Nice-to-Have:

• Experience working with CI & CD tools and pipeline automation such as Airflow, Docker, Github Actions, and Jenkins
• Experience deploying machine learning models in production environment
• Experience with stress testing programs such as EWST, MST, CCAR and/or provisioning programs such as IFRS9 and CECL
• Experience with credit products in the financial industry

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
Credit Risk Management, Credit Risk Modeling, Credit Risks, Model Development, Model Implementation, Python (Programming Language), Risk Management, Risk Modeling, SAS, 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:

Application Deadline:

Note
:
Applications will be accepted until 11:59 PM on the day prior to the application deadline date above
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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RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.