Associate Director - Quantitative Analytics
Description
RBC Capital Markets is seeking an Associate Director with strong modeling skills, sound analytical judgment, and securitization experience. The role involves model development, collaboration with front office and credit risk colleagues, and acting as a subject matter expert on quantitative analytics of securitizations. This position offers an opportunity to shape modeling standards and contribute to deal execution and credit risk assessment across various structured finance asset classes. The Securitization Analytics team has a global mandate to enhance quantitative analytics across deal structuring, credit risk, and monitoring, offering a dynamic and collaborative environment.
What We're Looking For
Develop and implement quantitative models in partnership with the trading desk to value and assess risk of structured products.,Contribute to risk criteria papers documenting model assumptions and internal rating methodology.,Manage criteria & model validation process and remediate findings.,Monitor emerging industry trends, evaluate credit risk drivers, and communicate market developments.,Incorporate research to improve calibration and performance of models and criteria.,Redesign processes to improve how credit risk is managed, measured and monitored.,Analyze business activities and credit risk of investments.,Ensure compliance with credit risk management policies and procedures, limits, and guidelines.
Ideal Candidate
Degree in a quantitative field such as mathematics, finance, engineering, computer science, physics.,CFA, FRM, or Graduate degree in a relevant field (Nice-to-have).,Experience in adjudication, credit rating, or underwriting (Nice-to-have).
Minimum Education
Degree in a quantitative field such as mathematics, finance, engineering, computer science, physics.
Hard Skills
Soft Skills
Work Hours
40 hours/week
Benefits
About the Company
Royal Bank of Canada
Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance. As Canada's largest bank, it provides personal and commercial banking, wealth management, and capital markets services to over 17 million clients worldwide.
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