Manager, Risk Analytics - Toronto, Canada - Royal Bank of Canada

Royal Bank of Canada
Royal Bank of Canada
Verified Company
Toronto, Canada

1 week ago

Sophia Lee

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Sophia Lee

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Description

Come Work with Us
At RBC, our culture is deeply supportive and rich in opportunity and reward. You will help our clients thrive and our communities prosper, empowered by a spirit of shared purpose.


Whether you're helping clients find new opportunities, developing new technology, or providing expert advice to internal partners, you will be doing work that matters in the world, in an environment built on teamwork, service, responsibility, diversity, and integrity.


Job Title
Manager, Risk Analytics - Counterparty Credit Risk Innovative Analytics ( 6 Months Contract)


What is the Opportunity?


Our team is focused on the design and deployment of capabilities that enable the end-to-end transformation of our Capital Markets' Counterparty Credit Risk reporting and analytic metrics, building and leading with technologies that put advanced analytic and AI practices at the forefront.


We are a team of 30+ resilient, collaborative people with strong backgrounds in both risk management and data analytic, delivering trusted data and analytic capabilities to support top of the house Counterparty Credit Risk Analytic function for RBC Capital markets operations.


Our main goal is building a future-proof tech stack with modern, flexible architecture that is reusable across different internal channels.

In this role, you will join a newly formed Advanced Analytic Team that embraces innovation and is excited to bring a fresh perspective into the design, enhancement and deployment of a state of the art risk analytic platform.


What will you do?


As the Manager in Innovative Analytics Team, you will play a key role in contributing to continuous research, design and delivery of an advanced multi-disciplined risk analytic platform within the RBC Capital Markets Counterparty Credit Risk Management Team.


If you're a hands-on technical expert with proven experience operating within high-performing teams, are continuously learning, and excited to collaborate with those around you—we have a spot for you on our team.


  • Develop a thorough understanding of the current state of CCR analytic frameworks, endtoend CCR metric generation processes and their connection with various upstream source systems.
  • Contribute to the research, development and implementation of new mathematical models for calculating various CCR measures. Considerable amount of creative, innovative & analytical thinking and problem solving is required.
  • Demonstrate exceptional communication skills (written and oral) by synthesizing key messages across distinct domains into a coherent action plan.
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Leverage data analysis, querying and data exploration knowledge on CCR's diverse number of data sources to perform statistical analysis, build machine learning models and deploy production-grade solutions for identifying insights and opportunities
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  • Become an expert in understanding CCR Innovative Analytics Team's exiting libraries, leverage them to support delivery of new initiatives in collaboration with various CCR teams and lead KT sessions when required.
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Partner with and support other teams as required; there are many teams, yet we are one team.

What do you need to succeed?

Must-have

  • Graduate degree in STEM fields; doublemajor in Economics/Finance/Business and STEM. Strong grasp of fundamentals in statistics (hypothesis testing, regression, inference, and time series) and one of the key risk pillars (market, credit or liquidity).
  • Exceptional development expertise in Python programming writing productiongrade code. Expertise with objectoriented and eventdriven architecture (OOAD & SOLID principles) and Spark frameworks.
  • Strong data profiling, cleaning, engineering, mining and technical documentation skills; SQL/

Data Stores:
SQL, PostgreSQL, S3, HDFS and SparkQL.

  • Hands on experience with system configuration and DevOps tools (Jira, Git, GitHub and Confluence).
  • Selfstarter with excellent communication skills, with proven ability to grow and mentor more junior technical professionals.

Nice-to-have

  • Experience developing interactive and sophisticated dashboards that communicate complex data insights to a diverse set business stakeholders.
  • Familiarity with building dashboards using Plotly and Dash in Python is an asset.
  • Experience with Airflow, graph databases, Jupyter Notebooks, other MLrelated technologies.
  • Familiarity running distributed ML workloads in cluster orchestrated environments.
  • Experience with HTML, CSS and Web Development would be an asset.

What's in it for you?


We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper.

We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.


  • A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation

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