Director Counterparty Credit Risk Analytics

Lead counter party credit risk model development at RBC in Toronto, using Python, quantitative analysis, and regulatory expertise. Manage a specialized analytics team.

As Director, Counter party Credit Risk Analytics, you will lead models measuring and capitalizing counter party credit risk across RBC’s derivative and SFT portfolio. You will evaluate methodologies, guide technical implementation, and support effective counter party credit risk management. The work requires collaboration with model users, technology teams, internal validation, industry stakeholders, and regulators.

• Lead conceptual design, development, and maintenance of counter party credit risk models
• Evaluate regulatory requirements, research practices, and recommend model methodologies
• Provide implementation details and acceptance criteria for production deployment
• Develop tools monitoring model performance, assumptions, and limitations
• Recalibrate models and remediate issues identified through reviews

• Broad knowledge of traded products across asset classes
• Understanding of counter party credit risk regulatory requirements
• Excellent programming skills, including Python
• Strong data management skills using SQL and Excel
• Experience managing a team and explaining complex models

Apply your counter party credit risk, model development, Python, and leadership expertise to RBC’s Toronto analytics team.