Associate Director, Credit Modeling - Toronto
1 month ago
Job Summary
The Associate Director, Credit Modeling & Methodology will lead the development of RBC's Wholesale Credit Risk Models (IRB, IFRS9 CECL CCAR EWST). You will focus on model development back-testing and quality of data ingested for modeling borrower risk ratings credit risk parameters PD LGD EAD expected credit loss (ECL)You will assist Senior Management and the Board in understanding critical parameter estimation issues relating to credit risk measurement The team has significant impact across the bank continuous interactions with other groups stakeholders including Senior Management regulators
- Model development: Research develop test deployment comprehensive credit risk models support capital management provisioning stress testing.
- Data management for modeling Play a critical role in developing robust data infrastructure variable creation model analytics Regularly review data sources structures changes enhancements.
Job description
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