Job Description
What is your opportunity?You will work closely with model stakeholders to validate mathematical or statistical finance models used by RBC. 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 model inputs, methodology, and implementation. Independently build replication/benchmarking models.
Engage model builders and related function groups personnel as necessary to proactively assess, document, and independently validate mathematical/statistical finance models and their usage by the bank.
Acquire and maintain a thorough understanding of the flow and context of model usage by the business.
Ensure that model users adhere to RBC model risk policy
Graduate degree in a quantitati...