RBC
Associate Director, Counterparty Credit Risk Models, Global Risk Analytics
TORONTO, Ontario, Canada · Director · Full-time
Sponsorship not specifiedDetected 2 days ago
PythonExpressSQLExcelResearchCommunicationCollaborationProblem SolvingMentoring
About the role
- Job Description What is the opportunity?
- This includes ensuring that the model's underlying methodologies are appropriate and that they are implemented with integrity, to facilitate the effective management of the bank's CCR.
- Investigate and remediate modeling issues identified through regular re-reviews, ongoing monitoring or by internal validation.
Responsibilities
- RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.
- 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.
- Learn more at rbc.com. We are proud to support a broad range of community initiatives through donations, community investments and employee volunteer activities.
Requirements
- Broad knowledge of traded products across various asset classes.
- Ability to work collaboratively to achieve team goals.
Compensation
- Re-assessment and testing of models, including assumptions and limitations and benchmarking against alternative models, and documentation of the results in models whitepapers and annual assessments for review by internal validation.
Benefits
- Our success comes from the 84,000+ employees who bring our vision, values and strategy to life so we can help our clients thrive and communities prosper.
This listing is sourced directly from RBC's careers page and normalized into a canonical job model.