Associate Director, Credit Risk Infrastructure

Overview 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, 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 Inclusion 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. Join our Talent Community: Stay in the know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you. Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com 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. #J-18808-Ljbffr