Senior PPNR Modeler

Assist with the design, build, and implementation of various statistical and econometric models in R, along with supporting technical infrastructure to forecast stress scenarios for PPNR components for the RBC IHC entity.,Assist with the design, implementation, and maintenance of regression and non-regression model approaches in R.,Maintain existing RMarkdown documentation process for all relevant PPNR documentations.,Aid in translating business and economic drivers into financial statements impact using non-regression analytics approach.,Support ad-hoc analysis, development model documentation, review and challenge decks, and other supporting documentation to meet CCAR requirements.,Analyze and recommend enhancements to existing firm processes to streamline model approach or enhance overall quality and accuracy of the process.

Bachelor's Degree (Master's or PhD preferred),Minimum 5 years recent relevant experience,Experience in quantitative modeling (R),Experience in R or other analytical tools,Strong computer skills in organizing and manipulating large amounts of data (Advanced MS Excel, R),Nice-to-have: Experience working in PPNR modeling and with the CCAR process,Nice-to-have: Degrees in Business, Mathematics, Economics or Statistics,Nice-to-have: Knowledge in trading portfolios and wealth management

Bachelor's Degree