Job Description
Join RBC as the Associate Director of Model Risk in Toronto, Canada. This crucial role focuses on developing and implementing innovative risk models to assess market and counterparty credit risks.
Your expertise will drive research into best practices and regulatory requirements, contributing to robust model architecture. You will work closely with partners to document methodologies, conduct performance assessments, and ensure accurate implementation aligned with enterprise standards.
Key Responsibilities:
• Evaluate and document model methodologies and tests
• Collaborate with risk and technology teams for implementation
• Develop tools to benchmark model performance
• Conduct regular recalibration of market risk models
• Maintain compliance and adapt to changes
Requirements:
• Minimum 2 years in risk management under market risk
• Strong capital markets knowledge across asset classes
• Expertise in Python for financial applications
• Master’s or Ph...
Your expertise will drive research into best practices and regulatory requirements, contributing to robust model architecture. You will work closely with partners to document methodologies, conduct performance assessments, and ensure accurate implementation aligned with enterprise standards.
Key Responsibilities:
• Evaluate and document model methodologies and tests
• Collaborate with risk and technology teams for implementation
• Develop tools to benchmark model performance
• Conduct regular recalibration of market risk models
• Maintain compliance and adapt to changes
Requirements:
• Minimum 2 years in risk management under market risk
• Strong capital markets knowledge across asset classes
• Expertise in Python for financial applications
• Master’s or Ph...