Job Description
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 also act as a trusted advisor and effective challenger to model developers and users on all matters pertaining to risk modeling requirements.
What will you do?
- Perform effective challenge of ...