wholesale/Retail credit models, including IRB parameters and Stress & Impairment models (IFRS9, CECL, CCAR, EWST). This group... within GRM). What will you do? Execute and communicate the strategic plan for credit models across internal stakeholders...
Job Description What is the opportunity? The Associate Director, Credit Modeling & Methodology will support the.... This role will assist the Director, Credit Modeling & Methodology in various model development initiatives spanning from data...
of application systems within the Credit methodologies and modeling (CMM) department. Communicate strategic technology direction... and assist the Director in supporting senior management in ensuring optimal use of data and optimal systems are being used...
and validate mathematical/statistical models used by RBC, mainly (but not exclusively) focusing on models related to Credit Risk... effective challenge of model inputs, methodology, and implementation. Independently build replication/benchmarking models...