Lead counterparty credit risk model development at RBC in Toronto, using Python, quantitative analysis, and regulatory expertise. Manage a specialized analytics team.As Director, Counterparty Credit Risk Analytics, you will lead models measuring and capitalizing counterparty credit risk across RBC’s derivative and SFT portfolio. You will evaluate methodologies, guide technical implementation, and support effective counterparty credit risk management. The work requires collaboration with model users, technology teams, internal validation, industry stakeholders, and regulators.Key Responsibilities: Lead conceptual design, development, and maintenance of counterparty credit risk modelsEvaluate regulatory requirements, research practices,



and recommend model methodologiesProvide implementation details and acceptance criteria for production deploymentDevelop tools monitoring model performance, assumptions, and limitationsRecalibrate models and remediate issues identified through reviewsRequirements: Broad knowledge of traded products across asset classesUnderstanding of counterparty credit risk regulatory requirementsExcellent programming skills, including PythonStrong data management skills using SQL and ExcelExperience managing a team and explaining complex modelsApply your counterparty credit risk, model development, Python, and leadership expertise to RBC’s Toronto analytics team.#J-18808-Ljbffr

📌 Director Counterparty Credit Risk Analytics (Toronto)
🏢 RBC
📍 Toronto