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Added 43 mins ago
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…proprietary source code and apply logical rules for automated report production using third-party IDEs ensuring robustness, reusability, and…
Added 43 mins ago
Senior Analyst, Client Reporting Development Team
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Turn customer problems into production software

RBC

Associate Director, Counterparty Credit Risk Models, Global Risk Analytics

Toronto, ON, Canada

Full-time

This date has passed. Check with the employer before applying.

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Job details

Job type: Full-time
Listed closing date: Oct 24, 2026
Posting language: English
Posted: Oct 13, 2026

Original job description

Job Description

What is the opportunity?

As part of the Group Risk Management team, the Associate Director, Counterparty Credit Risk Models is responsible for the conceptual design, development, and ongoing maintenance of the mathematical models used for the measurement and capitalization of the counterparty credit risk of RBC's derivative and SFT portfolio. This includes ensuring that the model's underlying methodologies are appropriate and that they are implemented with integrity, to facilitate the effective management of the bank's CCR.

What will you do?

Work with model users to understand their business requirements.
Conduct research, review regulatory requirements and consult with industry stakeholders to evaluate best practices for modeling.
Make recommendations on model methodologies, and develop technical implementation, either for production usage or to serve as a prototype for benchmark testing.
Provide business requirements with technical implementation details and user acceptance criteria to technology teams for production deployment, and validate implementation using independently developed benchmark models.
Document model methodologies, implementation details and testing results, and work with internal validation to facilitate their approval of the models.
Develop tools to assess and monitor model performance, including assumptions and limitations, on an ongoing basis for reporting to the various model monitoring governance committees.
Investigate and remediate modeling issues identified through regular re-reviews, ongoing monitoring or by internal validation.
Recalibrate models on a regular basis.
Re-assessment and testing of models, including assumptions and limitations and benchmarking against alternative models, and documentation of the results in models whitepapers and annual assessments for review by internal validation.

What do you need to succeed?

Broad knowledge of traded products across various asset classes.
Understanding of regulatory requirements and industry best practices for the measurement and management of counterparty credit risk.
Strong analytical and problem solving skills.
Excellent programming skills (e.g., Python).
Strong data management and analysis skills (e.g. SQL and Excel).
Ability to work collaboratively to achieve team goals.
Agility to adapt to changing circumstances in a dynamic environment.
Strong English communication skills, both written and verbal, especially in the explanation of complex modeling concepts to senior management and regulators.

What’s in it for you?

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable.
Leaders who support your development through coaching and managing opportunities.
Ability to make a difference and lasting impact.

Job Skills

Counterparty Credit Risk (CCR), Financial Regulation, Mathematical Finance, Mathematics Modeling, Model Development, Quantitative Analysis, Quantitative Models, Quantitative Risk, Risk Analytics, Risk Management, Risk Models

Additional Job Details

Address:

ROYAL BANK PLAZA, 200 BAY ST:TORONTO

City:

Toronto

Country:

Canada

Work hours/week:

37.5

Employment Type:

Full time

Platform:

GROUP RISK MANAGEMENT

Job Type:

Regular

Pay Type:

Salaried

Posted Date:

2026-07-20

Application Deadline:

2026-10-24

Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

Our Employment Opportunities

At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One RBC. We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

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Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com.

RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.

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More about this job

Responsibilities

The Associate Director is responsible for the conceptual design, development, and maintenance of mathematical models for measuring and capitalizing counterparty credit risk. They will also collaborate with technology teams for production deployment and monitor model performance through ongoing reporting and governance.

Requirements

Candidates must possess broad knowledge of traded products and a strong understanding of regulatory requirements for counterparty credit risk. Excellent programming skills in Python and strong data management capabilities in SQL and Excel are required for this role.

Skills

Counterparty credit risk
Financial regulation
Mathematical finance
Mathematics modeling
Model development
Quantitative analysis
Quantitative models
Quantitative risk
Risk analytics
Risk management
Risk models
Python
SQL
Excel
Data management
Analytical skills

Benefits

Bonuses
Flexible benefits
Competitive compensation
Commissions
Stock

Visa sponsorship

Not detected in the job text

Keywords

Counterparty Credit Risk
Financial Regulation
Mathematical Finance
Model Development
Quantitative Analysis
Risk Analytics
Risk Management
Python
SQL
Excel
Derivative Portfolio
SFT Portfolio
Benchmark Testing
Governance
Data Management
Asset Classes
Regulatory Requirements
Modeling Methodologies
Production Deployment
Model Monitoring

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