Credit Modeling & Methodology Lead (IRB/IFRS9)

RBC; Toronto; On-site; CAD 100,000 - 130,000; Full time

Job summary

A major financial institution based in Toronto is seeking an Associate Director, Credit Modeling & Methodology. The role involves leading the development of advanced credit risk models, ensuring robust data management, and collaborating with stakeholders. Candidates should have a Master's or PhD in a quantitative discipline with strong programming skills and relevant experience. A focus on teamwork and problem-solving is essential. This position offers a competitive salary and comprehensive benefits.

Benefits

Comprehensive Total Rewards Program

Leaders support through coaching

Opportunities for impact

Agile and collaborative work environment

Qualifications

• 2+ years of relevant work experience.
• Strong command of programming languages like Python and SQL.
• Working knowledge of credit risk modeling.

Responsibilities

• Lead development of credit risk models for capital management.
• Manage data infrastructure for model development.
• Implement and monitor credit risk models.

Skills

Client Counseling

Quantitative Methods

Critical Thinking

Risk Management

Education

Master or PhD in quantitative area

Tools

Python

SQL

Hadoop

R

Job description

A major financial institution based in Toronto is seeking an Associate Director, Credit Modeling & Methodology. The role involves leading the development of advanced credit risk models, ensuring robust data management, and collaborating with stakeholders. Candidates should have a Master's or PhD in a quantitative discipline with strong programming skills and relevant experience. A focus on teamwork and problem-solving is essential. This position offers a competitive salary and comprehensive benefits.