Boost your career at RBC as an Associate Director focusing on Counterparty Credit Risk Models. Leverage your analytical skills and programming expertise to shape risk management strategies.
In this full-time role within the Group Risk Management team, you will design, develop, and maintain complex mathematical models for counterparty credit risk. Collaborate with model users to identify their needs, while ensuring compliance with regulatory framework and best practices. Regular recalibration and performance assessment of models will be key tasks.
Key Responsibilities:
• Understand business requirements and user needs
• Conduct research to evaluate modeling best practices
• Develop implementation plans for production models




• Validate model deployment with benchmark testing
• Document methodologies for internal validation
Requirements:
• Broad knowledge of traded products across asset classes
• Strong programming skills in Python
• Excellent data management using SQL and Excel
• Solid analytical and problem-solving skills
• Solid English communication skills for complex concepts
Shape the future of counterparty credit risk management at RBC with your expertise and analytical mindset.
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📌 Counterparty Credit Risk Associate Director (Toronto)
🏢 RBCx
📍 Toronto