Risk Model Validation Manager

Position: Risk Model Validation Manager Role at RBC
Join RBC as a Manager in Enterprise Risk Model Management, specializing in Credit Risk model validation. Bring your statistical analysis and programming skills to enhance model integrity for IFRS 9 and EWST.

In this role, you will oversee model validation, collaborating with stakeholders and model developers to ensure compliance with rigorous risk standards. A graduate degree in a quantitative field and a minimum of one year of relevant experience is essential. Your contributions will identify areas of improvement and promote adherence to RBC's model risk policy.

Key Responsibilities:

• Critically assess model inputs, methodologies, and applications

• Develop replication and benchmarking models using machine learning

• Engage with model developers to document and validate models

• Maintain comprehensive awareness of model application within the business

• Uphold RBC's model risk policy among business users

Requirements:

• Graduate degree in quantitative discipline like statistics or finance

• At least one year in modeling roles such as risk manager or quant

• Proficiency in programming languages like SAS or Python

• Strong analytical and computational skills

• Knowledgeable in financial modeling and validation techniques

Influence RBC's Credit Risk assessment with your extensive model validation expertise.
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