Explore a pivotal role at RBC focusing on Credit Risk model validation and statistical analysis. Leverage your expertise in machine learning to support robust modeling for IFRS 9 and EWST.
As the Manager of Enterprise Risk Model Management, you will closely collaborate with stakeholders to vet and validate advanced mathematical models. This position requires one year of experience and offers the chance to challenge model inputs and methodologies effectively. Ideal candidates have a strong foundation in quantitative disciplines and proficiency in coding with languages such as SAS or Python.
Key Responsibilities:
• Challenge model inputs, methodologies, and implementations rigorously
• Build replication and benchmarking models independently
• Collaborate with model developers and related personnel proactively
• Maintain a thorough understanding of models' business applications
• Enforce adherence to RBC model risk policy among users
Requirements:
• Graduate deg...