Lead the Counterparty Credit Risk Models team at RBC in Toronto. Drive model development, regulatory compliance, and performance monitoring for effective risk management in a full time role.As an Associate Director within the Group Risk Management team, you will focus on conceptual design, development, and maintenance of mathematical models related to counterparty credit risk. This crucial position demands robust analytical skills and a deep understanding of asset classes, regulatory requirements, and best practices to support model integrity and effectiveness.Key Responsibilities:
Collaborate with users to gather model requirements
Conduct research on regulatory and best practice modeling




Recommend methodologies and technical implementation strategies
Document methodologies and testing results for approval
Develop tools for ongoing model performance monitoringRequirements:
Broad knowledge of traded products across asset classes
Understanding of counterparty credit risk management
Strong programming skills in Python and data analysis
Excellent problem-solving capabilities
Solid English communication skills for complex conceptsElevate your career by driving effective model management at RBC in Toronto.#J-18808-Ljbffr

📌 Associate Director, Credit Risk Models At Rbc Toronto (Canada)
🏢 RBC
📍 Canada