Job Description
Elevate your career with RBC as an Associate Director of Credit Modeling & Methodology. You'll guide credit risk model development, ensuring accuracy for compliance and stress testing.
In this pivotal role with RBC, you'll support the model development team in crafting credit risk models for key banking analytics, including Expected Credit Loss and regulatory stress testing. Your quantitative expertise will drive quality model outcomes, addressing challenges in data engineering and methodology development. Work closely with senior management and regulators, offering a high-impact contribution.
Key Responsibilities:
• Develop credit risk models for stress testing and loss provisions
• Troubleshoot modeling challenges related to data quality
• Communicate quantitative insights to stakeholders
• Validate model assumptions and identify potential errors
• Document model processes comprehensively
Requirements:
• Master’s Degree in quantitative field
• Strong pre...
In this pivotal role with RBC, you'll support the model development team in crafting credit risk models for key banking analytics, including Expected Credit Loss and regulatory stress testing. Your quantitative expertise will drive quality model outcomes, addressing challenges in data engineering and methodology development. Work closely with senior management and regulators, offering a high-impact contribution.
Key Responsibilities:
• Develop credit risk models for stress testing and loss provisions
• Troubleshoot modeling challenges related to data quality
• Communicate quantitative insights to stakeholders
• Validate model assumptions and identify potential errors
• Document model processes comprehensively
Requirements:
• Master’s Degree in quantitative field
• Strong pre...