Senior Analyst, Enterprise Model Risk Management

Elevate your career at RBC as an Associate Director specializing in Enterprise Model Risk Management in Toronto. Handle the validation of credit risk systems, focusing on Wholesale and Retail methodologies.

In this high-impact role, you'll analyze and validate credit risk rating systems while meeting regulatory compliance. You will leverage advanced analytical tools and methodologies to provide robust insights and develop effective validation strategies for risk management. This position is ideal for someone with a strong background in quantitative analysis and problem-solving.

Key Responsibilities:

• Validate Wholesale and Retail credit risk models and systems

• Conduct data analysis and reconciliation for validations

• Perform quantitative tests and back-testing of rating systems

• Enhance validation approaches based on available data

• Collaborate with stakeholders on validation outcomes

Requirements:

• Experience in credit risk model development or validation

• Strong computer skills, particularly in Python and SQL

• Detail-oriented with strong analytical capabilities

• Advanced degree in a quantitative discipline

• Familiarity with deep learning techniques is a plus

Contribute your skills in credit risk and model validation to RBC's mission in Toronto.
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