Lead the development of counterparty credit risk models with RBC's Group Risk Management. Leverage your expertise in quantitative analysis and regulatory standards to enhance model integrity and performance.As the Manager of Counterparty Credit Risk Models, you will oversee the design and maintenance of mathematical models essential for measuring counterparty credit risk. You will work directly with model users to gather business requirements and engage with industry stakeholders to ensure compliance with best practices. Your leadership will guide technical implementation, model validation, and ongoing risk assessment.Key Responsibilities:



- Collaborate with model users to determine business needs - Research regulations and best practices for model development - Recommend methodologies and develop technical prototypes - Validate implementations using benchmark models - Document methodologies and model testing resultsRequirements: - Comprehensive knowledge of traded products across asset classes - Solid analytical, problem-solving, and programming skills - Proficiency in SQL and Excel for data management - Master's in Financial Engineering or related quantitative field - Excellent English communication skills for explaining complex conceptsDrive innovation in counterparty credit risk modeling at RBC in Toronto. #J-18808-Ljbffr

📌 Counterparty Risk Models Manager At Rbc (Toronto)
🏢 RBC
📍 Toronto