What is the opportunity?

Reporting to the Director, Credit & Stress Testing Implementation Assurance, the Associate Director Credit & Stress Testing Implementation Assurance will apply business and technical knowledge to support and provide constructive challenges across the Credit Modelling and Methodology Team (CMM).

You will be responsible for ensuring the accuracy and scalability of the ECL production process through review and advisory of production source code, execution of post‑implementation testing, implementation documentation, and development of continuous assurance solutions. In this role you will work across all banking book and exposures throughout the full development/deployment cycles of critical provisioning and stress testing programs.

What Will You Do?

- Advisory of coding practices to enhance efficiency of production systems.
- Development of scalable testing solutions to increase coverage.
- Use of quantitative methods to diagnose model implementation and impacts.
- Review of production models and reporting code for provisioning (IFRS9/CECL) and stress testing programs (MST/CCAR).
- Quarterly and annual review and generation of reports that highlight all production changes.

Must Have

- 5+ years related work experience in developing and deploying models and/or reports.
- Experience in data manipulation on large datasets (ingestion, processing, merging, and aggregation of data).
- Experience with building scalable Python code or similar.
- Experience in code management solutions (git).
- Strong interpersonal, communication and presentation skills,



with the ability to articulate and document complex technical problems and control process for non‑technical audience.
- Ability to structure workload and manage multiple competing priorities.
- Conceptual thinker with a curious mind to challenge and question the status quo and the ability to make quantitative decisions on ambiguous and complex techniques which will have an impact directly on RBC’s financial statements.

Nice to Have

- Knowledge of credit risk methodology, including capital estimation, credit risk/stress testing models will be considered an asset.
- Knowledge of Spark and/or SAS.
- Prior experience in model development or validation will be considered an asset.
- Knowledge or prior experience with TTD practice or CI/CD pipeline would be considered an asset.

What’s in it for you?

- A comprehensive Total Rewards Program including bonuses and flexible benefits and competitive compensation.
- Leaders who support your development through coaching and managing opportunities.
- Ability to make a difference and lasting impact.
- Flexible work/life balance options.
- Work in a dynamic, team-oriented, progressive, and high‑performing team.
- Opportunities to do challenging work.

Job Skills

- Client Counseling
- Communication
- Competitive Markets
- Critical Thinking
- Financial Instruments
- Financial Regulation
- Long Term Planning
- Process Management
- Quantitative Methods
- Risk Management

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

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📌 Associate Director - Credit & Stress Testing Implementation Assurance (Toronto)
🏢 RBC
📍 Toronto