Job Description What is the opportunity? The Director, Credit Modeling & Methodology will lead a model development... experience in credit risk modeling (IRB, IFRS9, CCAR, CECL and EWST) Master or PhD degrees in a quantitative area (statistics...
and capitalization of the market risk and counterparty credit risk of RBC's trading portfolio and selected investment portfolios... methodology of critical risk factors to help facilitate the business growth while ensuring risk data quality and controls per RBC...