Job Description
The Associate Director, Model Innovation and Implementation is responsible for the conceptual design, development, implementation, deployment, documentation and maintenance of models used to measure market risk and counterparty credit risk within the bank's risk management frameworks. This includes ensuring that the model's underlying methodologies are appropriate and that they are implemented with integrity so that they accurately measure RBC’s risks.
What will you do?
- Conduct research, review regulatory requirements and consult with industry stakeholders to evaluate best practices for modeling, and develop market risk methodologies.
- Become proficient with key risk features of the products and risk factor identification process in the trading portfolio
- Develop, maintain and integrate risk model libraries with the overall enterprise architecture to provide end-to-end solutions.
- Work with risk and technology partners to productionize...