Head of Counterparty Risk Models, Global Analytics

Skillhub Solutions Inc.; Toronto; Presencial; CAD 140 000 - 230 000; Tempo integral

Resumo da oferta

Royal Bank of Canada in Toronto, Ontario, is seeking a Director to lead a team designing, developing, and maintaining mathematical models for measuring counterparty credit risk across derivatives and securities financing. The role requires strong leadership, advanced quantitative skills in Python/SQL/Excel, and a deep understanding of regulatory requirements and industry practices.

You will collaborate with business users and governance committees to ensure robust model implementation and

Qualificações

• Broad knowledge of traded products across asset classes and an understanding of counterparty credit risk measurement, regulation, and industry practices.
• Strong analytical, programming, data management, and analysis skills, including Python, SQL, and Excel.
• Experience managing a team and communicating complex modeling concepts to senior management and regulators.

Responsabilidades

• Lead design, development, and maintenance of mathematical models measuring counterparty credit risk.
• Collaborate with model users to understand requirements and regulatory practices; develop implementations or prototypes.
• Provide requirements to technology teams and validate production implementations using benchmark models.
• Document methodologies, implementations, and test results; support model approval with internal validation.
• Develop tools to monitor model performance, assumptions, and limitations for governance reporting.
• Investigate and recalibrate models, conduct periodic model reassessments and benchmarking.

Conhecimentos

Trading products knowledge

Counterparty risk knowledge

Leadership communication

Formação académica

MS in Financial Engineering

Ferramentas

Python

SQL

Excel

Descrição da oferta de emprego

Royal Bank of Canada in Toronto, Ontario, is seeking a Director to lead a team designing, developing, and maintaining mathematical models for measuring counterparty credit risk across derivatives and securities financing. The role requires strong leadership, advanced quantitative skills in Python/SQL/Excel, and a deep understanding of regulatory requirements and industry practices.

You will collaborate with business users and governance committees to ensure robust model implementation and