Senior Credit Risk Modeling & Methodology Lead

rbc; Toronto; On-site; CAD 120,000 - 160,000; Full time

Benefits offered by this job

Total Rewards Program

Training & Coaching

Collaborative Team

Job summary

RBC is seeking an Associate Director of Credit Modeling & Methodology in Toronto to lead development of credit risk models and analytics tools used for ECL, PCL, ALLL and stress testing. You will collaborate across groups, validate assumptions, and document methodologies for internal and regulatory reviews.

The role requires a strong quantitative background, experience with SAS and Python, and excellent communication to translate complex results into business insights.

Qualifications

• Master's degree in a quantitative field or equivalent experience.
• Strong predictive modeling background with analytical problem-solving.
• Effective in translating technical work to business insight.

Responsibilities

• Develop, document, and implement Wholesale Credit Risk Models for IFRS-9, CECL, CCAR and stress testing.
• Identify and troubleshoot modelling challenges and data quality issues.
• Deliver sound quantitative methodologies and results to stakeholders.
• Provide documentation and support for model validation and audits.

Skills

Predictive Modeling

Communication Skills

Data Analysis

Stakeholder Engagement

Education

Master's degree in quantitative field

Tools

SAS

Python

MS Office

Job description

RBC is seeking an Associate Director of Credit Modeling & Methodology in Toronto to lead development of credit risk models and analytics tools used for ECL, PCL, ALLL and stress testing. You will collaborate across groups, validate assumptions, and document methodologies for internal and regulatory reviews.

The role requires a strong quantitative background, experience with SAS and Python, and excellent communication to translate complex results into business insights.