Job Description
What is the Opportunity?
The Associate Director, Credit Modeling & Methodology will lead the development of RBC’s Wholesale Credit Risk Models (IRB, IFRS9, CECL, CCAR, EWST). The role focuses on model development, back‑testing and ensuring the quality of data ingested for borrower risk ratings, credit risk parameters, PD, LGD, EAD and expected credit loss (ECL). It includes assisting the Director in execution and maintenance of tools and processes that support model development and performance monitoring and helping senior management and the board understand critical parameter estimation issues relating to credit risk measurement. The team has significant impact across the bank and engages with other groups and stakeholders, including senior management and regulators.
What will you do?
Research, develop, test, and deploy comprehensive credit risk models to support capital management, credit provisioning and stress testing. This involves collecting and cleansi...
The Associate Director, Credit Modeling & Methodology will lead the development of RBC’s Wholesale Credit Risk Models (IRB, IFRS9, CECL, CCAR, EWST). The role focuses on model development, back‑testing and ensuring the quality of data ingested for borrower risk ratings, credit risk parameters, PD, LGD, EAD and expected credit loss (ECL). It includes assisting the Director in execution and maintenance of tools and processes that support model development and performance monitoring and helping senior management and the board understand critical parameter estimation issues relating to credit risk measurement. The team has significant impact across the bank and engages with other groups and stakeholders, including senior management and regulators.
What will you do?
Research, develop, test, and deploy comprehensive credit risk models to support capital management, credit provisioning and stress testing. This involves collecting and cleansi...