Director, Counterparty Credit Risk Models, Global Risk Analytics

Royal Bank of Canada Toronto, ON Full-time Salary not specified As part of Group Risk Management, the Director leads a team responsible for designing, developing, and maintaining mathematical models used to measure and capitalize counterparty credit risk across RBC's derivatives and securities financing transactions portfolio. What you'll do Work with model users to understand business requirements and research regulatory requirements and industry practices. Recommend model methodologies and de…