Associate Director, Enterprise Model Risk Management
Job Description
Description
Job Summary
Job Description
What is your opportunity?
You will work in close proximity with model stakeholders in order to vet and validate mathematical/statistical models used by RBC, mainly (but not exclusively) focusing on models related to Credit Risk (PD/LGD/EAD/etc.) for IFRS 9 and EWST. You will act as a trusted advisor and effective challenger to model developers and users on all matters pertaining to credit risk modeling requirements. You will also ensure EMRM has proper understanding and documentation of the models’ business purpose and context and will facilitate RBC compliance with regulatory policies, guidelines, and procedures on model risk.
What will you do?
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Engage model builders and related function groups personnel as necessary in order to proactively assess, document, and independently validate mathematical/statistical models and their usage by the
Company
RBC
Location
Toronto
Country
Canada
Salary
150.000
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