At a Glance
- Tasks: Lead the Counterparty Credit Risk Models team and drive model development.
- Company: Join RBC, a leading financial institution in Toronto.
- Benefits: Full-time role with competitive salary and career advancement opportunities.
- Other info: Collaborative environment focused on innovation and regulatory compliance.
- Why this job: Make an impact on risk management while working with cutting-edge models.
- Qualifications: Strong analytical skills, programming in Python, and knowledge of asset classes.
The predicted salary is between 121500 - 148500 $ per year.
Lead the Counterparty Credit Risk Models team at RBC in Toronto.
Drive model development, regulatory compliance, and performance monitoring for effective risk management in a full-time role.
As an Associate Director within the Group Risk Management team, you will focus on conceptual design, development, and maintenance of mathematical models related to counterparty credit risk.
This crucial position demands strong analytical skills and a deep understanding of asset classes, regulatory requirements, and best practices to support model integrity and effectiveness.
Key
Responsibilities
- Collaborate with users to gather model requirements
- Conduct research on regulatory and best practice modeling
- Recommend methodologies and technical implementation strategies
- Document methodologies and testing results for approval
- Develop tools for ongoing model performance monitoring
Requirements
- Broad knowledge of traded products across asset classes
- Understanding of counterparty credit risk management
- Strong programming skills in Python and data analysis
- Excellent problem-solving capabilities
- Strong English communication skills for complex concepts
Elevate your career by driving effective model management at RBC in Toronto. #J-18808-Ljbffr
Associate Director, Credit Risk Models in Toronto employer: RBC
RBC is an exceptional employer that fosters a dynamic and inclusive work culture, where innovation thrives and employees are empowered to grow. As a Senior Director in Toronto, you will lead a talented team in developing cutting-edge AI solutions that transform the banking experience for millions, while enjoying comprehensive benefits, professional development opportunities, and a commitment to community impact. Join us to be part of a collaborative environment that values diverse perspectives and champions your success.
