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
Requirements
Graduate degree in a quantitative discipline such as physics, mathematics, computer science, statistics, actuarial science, data science, finance or financial engineering.
Strong academic and research background may also count towards work experience.
At least 2 years of work experience in mathematical/statistical modeling in a similar or related role such as a model developer/validator, a front office quant, a risk quant, or a risk manager.
Proficient in model development in VBA, R, Python, or other programing languages.
Broad exposure to and excellent knowledge of a wide range of financial models and model validation/testing techniques.
Exceptional analytical, statistical, computational and critical thinking skills.
Tech Stack
Python
VBA
Benefits
A comprehensive Total Rewards Program including bonuses and flexible benefits
Leaders who support your development through coaching and managing opportunities
Ability to make a difference and lasting impact
Work in an agile, collaborative, progressive, and high-performing team
The opportunity to interface with executives from many different parts of the organization