Director, Counterparty Credit Risk Models, Global Risk Analytics
ROYAL BANK PLAZA, 200 BAY ST:TORONTO, Canada
CAD 110K-165K (estimate) Executive-level Full Time
Tasks
- Assess regulatory requirements and industry best practices
- Benchmark models against alternative models
- Define technical requirements and user acceptance criteria
- Develop counterparty credit risk mathematical models
- Develop model performance monitoring tools
- Document model methodologies and testing results
- Implement models for production and benchmarks
- Investigate and remediate model issues
- Lead counterparty credit risk model design
- Maintain model methodologies and implementations
- Monitor model assumptions and limitations
- Recalibrate models regularly
- Recommend model methodologies
- Support internal validation and model approvals
- Validate implementations using benchmark models
- Write model whitepapers and assessment documentation
Perks/Benefits
Skills/Tech-stack
Complex modeling | Counterparty Credit | Counterparty Credit Risk | Counterparty risk | Credit Risk | Data Management | Excel | Financial engineering | Mathematical Finance | Model risk | Python | Risk Analytics | Risk Management | Risk models | SQL
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Developer | Director | Model Developer | Quantitative Risk Analyst | Risk Analyst | Risk Model Developer
Related jobs
-
AWS | Azure | Azure Data | Azure Data Factory | Azure DevOpsSenior-level ContractToronto, Canada8h ago
-
AWS | Azure | Azure Data | Azure Data Factory | Azure DevOpsHybrid workSenior-level ContractCentral Toronto (Summerhill West / Rathnelly … R8h ago
-
Mid-level ContractDowntown Toronto (Central Bay Street), Canada8h ago
-
Staff AI Solutions Deployment Developer, Applied AI USD 183K-265KAPI Development | Agentic AI | Architectural Guidance | Cloud Architecture | Cloud platformSenior-level Full TimeWaterloo, ON, Canada; New York, NY, …11h ago
-
Fulfillment Analyst, Commercial Funding CAD 55K-65KCustomer communication | Data Validation | Data entry | Document Management | Due DiligenceBenefits | Community volunteering | Hybrid working environment | Paid social events | Training programsMid-level Full TimeToronto, ON, CA11h ago
-
Sourcing Data Analyst, Advanced Analytics CAD 62K-72KData Governance | Data Modeling | Data Quality | Data Reconciliation | Data TransformationComprehensive benefits package | Flexible remote work options | Travel to company offices as requiredMid-level Full TimeToronto, ON, M5G 1Z3, CA13h ago
-
BI & Data Analyst (12 Months Contract) CAD 72K-108KData Analysis | Data Governance | Data Mining | Data Quality | ExcelCommunity support programs | Employee connections | Group benefits | Hybrid work schedule | Retirement plansMid-level Contract Full TimeHead Office Toronto, Canada R22h ago
-
Senior Advisor -CVH Performance Analytics CAD 92K-119KData Modeling | Data Visualization | Data Warehousing | Epic | Microsoft 365Senior-level Full TimeON, Canada1d ago
-
Manager, Credit Modeling & Analytics CAD 157K-179KAmazon QuickSight | Credit Card Underwriting | Credit Risk | Credit card | Credit risk modelingHealth coverage for dependents | Hybrid work model | Mental health coverage | Spouse and partner coverage | Tuition subsidyMid-level Full TimeToronto, Ontario, Canada R1d ago
-
Bilingual Data Analyst CAD 58K-93KData Mining | Excel | Macros | Pivot Tables | TableauFlexible benefits | Pension plan | Stock ownership program | Vacation timeMid-level Full TimeSun Life Montreal Metcalfe, Canada R1d ago
-
Director Data Engineering CAD 126K-169K.NET | Azure Cosmos | Azure Cosmos DB | Azure Data | Azure Data FactoryExecutive-level Full TimeMississauga, ON, CAN - 2300 Meadowvale …1d ago
-
Healthcare Research & Data Analyst CAD 54K-68KClient Presentations | Data Analysis | Data Modeling | Data Pipelines | Healthcare Data401k match | Dental insurance | Discount programs | Hybrid work | Life insuranceMid-level Full TimeToronto, Ontario, Canada R1d ago
-
Credit Risk | Data Aggregation | Data Analysis | Data Interpretation | Data LakeEntry-level Full Time InternshipROYAL BANK PLAZA, 200 BAY ST:TORONTO, …1d ago
-
IT Support Data Analyst III CAD 59K-84KChange Management | Disaster Recovery | Disaster Recovery Planning | Incident Management | MonitoringGrowth opportunities | Skill developmentSenior-level Full TimeTD Centre - South - 79 …1d ago
-
Lead Technical Data Analyst - Data Warehouse Services CAD 110K-130KBusiness Analysis | Data Flow | Data Modeling | Excel | Microsoft AzureFlexible work options | Hybrid work environmentSenior-level Full TimeMontréal, Quebec R2d ago
-
Cyber Security Analyst (Databricks) CAD 90K-100KArcSight | Azure Data | Azure Data Explorer | Azure Synapse | Azure Synapse Analytics401k retirement plan | Employee assistance program | Health savings account | Life insurance | Long-term disabilitySenior-level ContractLittle Canada, Minnesota, USA2d ago
-
Financial Data Analyst CAD 70K-90KData Modeling | Data Quality | Data Warehousing | KPI Reporting | MacrosCompany Engagement Opportunities | Competitive wages | Educational assistance | Employee assistance program | Health, dental, vision coverageMid-level Full TimeEdmonton, AB, Canada2d ago
-
Analyste de Données Senior, Marketing Analytics CAD 80K-120KAdobe Analytics | Attribution | Customer Data | Customer data platforms | Data platformsSenior-level Full TimeMontreal, QC, Canada2d ago
-
Sr. Data Analyst, Marketing Analytics CAD 90K-128KAdobe Analytics | Datorama | Gamesight | Hypothesis Testing | Predictive AnalyticsSenior-level Full TimeMontreal, QC, Canada2d ago
-
AI Development Co-op CAD 85K-111KData Preprocessing | Feature Engineering | GitLab | Hopsworks | JavaScriptSenior-level Full TimeMontreal,Quebec,Canada2d ago
-
Data Scientist II CAD 113K-142KCausal Inference | Dashboarding | Data Visualization | Data reporting | DatabricksMid-level Full TimeCanada2d ago
-
A/B | A/B Testing | B testing | BigQuery | DBTCross-functional collaboration | Fully remote | Live service mobile game experienceMid-level Full TimeCanada R2d ago
-
Data Analyst CAD 100K-150KAWS | Agile | CRM | Confluence | Customer SegmentationHealth and wellbeing benefits | Healthcare benefits | Prevention and wellness programsMid-level Full TimeToronto, Canada2d ago
-
Access Analytics | Claims Adjudication | Claims Adjudication Analytics | Data Quality | Data TransformationMid-level Full TimeHalifax, Nova Scotia, Canada2d ago
-
Mid-level Full TimeLocation(s): Mississauga, Ontario, Canada2d ago