Job Description
What is the opportunity?
Reporting to the Director, Credit & Stress Testing Implementation Assurance, the Manager, ML Engineer will apply business and technical knowledge to turn models into production-grade services that will support model development across the Credit Modeling and Methodology Team (CMM).
In this position you will have the opportunity to work across all banking book exposures in full development/deployment cycles of critical provisioning (CECL, IFRS9) and stress testing (CCAR, EWST, MST) programs. You will be responsible for the production lifecycle of the ECL generation process through development of production source code, building and execution of user assurance and post-implementation testing (UAT/PIV), writing implementation documentation, and development of continuous assurance solutions.
What will you do?
Develop credit risk model implementations
Develop scalable and efficient production implementations of all credit risk models across provisioning and stress testing programs
Engineer and maintain scalable ETL pipelines and workflows
Apply and advocate for coding best practices to optimize production system performance, scalability, and reliability
Development of scalable testing solutions to increase coverage, including unit testing
Build and maintain CI/CD automation (Docker, Kubernetes, Open Shift, Git Hub Actions, Airflow)
Contribute to code reviews, collaborate with data scientists, credit risk modelers, and IT teams
Maintain technical documentation and submit change control UAT/PIV evidence for validation review




Use of quantitative methods to diagnose model implementation issues and impacts
What do you need to succeed?
Must Have
0-2+ years related work experience in developing and/or deploying scalable coding solutions (including distributed systems and performance optimization)
Knowledge of credit risk methodology, including capital estimation, credit risk/stress testing models, and/or direct experience with Expected Credit Loss implementations
Strong programming experience and providing technical leadership on modern Python and Py Spark (or similar)
Experience in data manipulation on large datasets
Credit Risk & Banking Stress Testing: Understanding of provisioning models and stress testing frameworks
Testing & QA: UAT/PIV testing experience in regulated financial environments
Experience in code management solutions (e.g. Git, Git Hub)
Strong interpersonal, communication, and presentation skills, with the ability to articulate and document complex technical problems and control process for a 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
Test automation frameworks and CI/CD pipeline optimization
Experience with agile transformation or process improvement
AI-assisted development tools (Git Hub Copilot, Windsurf, Claude Code)
Familiarity with the AWS Sagemaker workplace
What’s in it for you?
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.
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, collaborative, progressive, and high-performing team
Opportunities to do challenging work
Job Skills
Code Reviews, Communication, Critical Thinking, Financial Instruments, Financial Regulation, Git Hub, Long Term Planning, Process Management, Python (Programming Language), Quantitative Methods, Risk Management, Source Code 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
Posted Date:
Application Deadline:
Note :

📌 Manager, ml engineer (Toronto)
🏢 RBC
📍 Toronto