Associate Director, Risk Methodology Development Toronto

Shape the future of risk management methodologies at RBC in Toronto, Canada. As Associate Director, you will innovate and implement robust models for market and counterparty credit risk. In this pivotal role, you will evaluate industry best practices, develop risk model libraries, and collaborate with technology partners for effective methodology production. Your responsibilities will also include detailed documentation, model performance benchmarking, and regular recalibration efforts to ensure compliance. Key Responsibilities

Research regulatory requirements and industry practices Maintain and integrate risk models into architecture Work with technology to productionize risk methodologies Document implementation details and results Monitor and assess existing market risk models Requirements

2+ years of experience in market risk management Extensive knowledge of capital markets products Proficient in Python, with financial focus Advanced degree in Finance or related ...