Manager for Model Validation in Risk

Join RBC's Group Risk Management in Toronto as the Manager for Balance Sheet and Liquidity Risk Model Validation. This role involves oversight of methodologies and models for banking risks, requiring strong analytical skills.

As a Manager in the BSLR team, you will ensure effective validation of liquidity risk models, focusing on methodologies and performance. You will collaborate with model stakeholders to proactively manage compliance and monitor risks. Your expertise in Excel, SQL, and programming will be pivotal in conducting validation testing and preparing comprehensive reports.

Key Responsibilities:

• Validate models for balance sheet and liquidity risk

• Perform sensitivity analysis and impact analysis

• Prepare detailed validation reports with findings

• Collaborate with model owners and risk managers

• Ensure compliance with local regulations and best practices

Requirements:

• Advanced degree in finance or a quantitative field

• Proficient in Excel, SQL, and programming languages

• Basic understanding of banking products

• Strong communication and critical thinking skills

• Experience in financial modeling is a plus

Utilize your analytical talent in this vital role to support RBC's risk management initiatives.
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