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
Robust programming skills in Python
Excellent data management using SQL and Excel
Robust 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.

📌 Counterparty Credit Risk Associate Director Toronto
🏢 RBCx
📍 Toronto