The Associate Director, Credit Modeling & Methodology will support the model development team responsible for developing credit risk models and analytics tools used in the measurement of Expected Credit Loss, Provision for Credit Losses, Allowance for Loan and Lease Losses as well as for Stress Testing purposes.This role will assist the Director, Credit Modeling & Methodology in various model development initiatives spanning from data engineering (in order to construct the modeling data), development of modeling methodologies, model testing and implementation.We are a team that prides itself in high quality work with significant impact across the bank and continuous interaction with other groups, senior management and regulators. Given the nature of our work, the opportunity to learn, grow and expand your network is significant. Develop, document, and implement Wholesale Credit Risk Models for use in IFRS-9, CECL, CCAR, Stress Testing (EWST, MST).

Identify, communicate and troubleshoot modelling challenges, including related to data quality. Be agile in response to evolving model user requirements and competing priorities. validate material model assumptions and limitations and identify potential errors before they arise. Present quantitative materials, concisely and accurately, internally as well as to key stakeholders.

Support Business

Review, Model Validation, User-Acceptance Testing, Internal Audit and External Audit or Regulatory Review of Credit Risk Models. Develop an organizational awareness,



understanding process flows of data through model development through model users and impact to key business stakeholders. Master's degree in quantitative field of study or equivalent Effective in translating technical expertise into business language that drive insights Hands-on experience in SAS, Python or similar tools; expertise with MS Office Suite.

Experience in credit risk modelling; familiar with financial credit products and relevant regulatory guidelines (e.g. Expertise in navigating an Enterprise Data Warehouse, experience with Hadoop environments, R or other tools We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

Leaders who support your development through training and coaching Business Data Analysis Credit Analysis Database QueriesData Visualization Long Term Planning Risk Management Employment Type: Full time GROUP RISK MANAGEMENT We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and prospect for all. #

📌 Associate Director, Credit Modeling & Methodology (Toronto)
🏢 RBC
📍 Toronto