Associate Director, Enterprise Model Risk Management
Royal Bank of Canada
Toronto, Canada
Base: not specified; bonus/equity: bonuses + commi...
Credit risk model validation
Python, sas, sql, excel skills
Data reconciliation and analysis
As an Associate Director in Enterprise Model Risk Management, you will validate credit risk rating systems and methodologies across Wholesale and Retail portfolios, ensuring robust risk quantification and regulatory compliance
Job Summary
As an Associate Director in Enterprise Model Risk Management, you will validate credit risk rating systems and methodologies across Wholesale and Retail portfolios, ensuring robust risk quantification and regulatory compliance.
The role offers a comprehensive Total Rewards Program including bonuses, flexible benefits, competitive compensation, and opportunities for professional development within a dynamic and collaborative team.
RBC fosters an inclusive workplace culture focused on client-first values, innovation, and mutual success, providing a world-class training program and opportunities to leverage AI and SRE principles.
Matching Summary
As an Associate Director in Enterprise Model Risk Management, you will validate credit risk rating systems and methodologies across Wholesale and Retail portfolios, ensuring robust risk quantification and regulatory compliance.
Salary
Base: Not specified; Bonus/Equity: Bonuses and commissions where applicable; Benefits: Flexible benefits and comprehensive Total Rewards Program
Skills & Requirements
Must-have
Credit risk model validation
Python, SAS, SQL, Excel skills
Data reconciliation and analysis
Artificial intelligence and machine learning
Credit risk rating systems
Quantitative and qualitative testing
Large data set handling
Nice-to-have
Unix, Teradata, Hive environments
Hadoop and Spark tools
Deep learning methodologies
Data visualization tools like Tableau
Object-oriented programming concepts
Consensus-building skills
Effective presentation and communication
Key Requirements
Model development or validation experience
Strong understanding of credit risk modeling theories