Lead Quantitative Risk Analyst, Advanced Analytics & Credit Modelling

Royal Bank of Canada Voir toutes les offres

  • Toronto, ON
  • Permanent
  • Temps-plein
  • Il y a 2 jours
Job DescriptionWhat is the opportunity?​As part of the Commercial & Wholesale Credit Risk, the Lead Quantitative Risk Analyst, Advanced Analytics & Credit Modelling will take a primary role in developing and enhancing proactive risk oversight of the Commercial portfolio from credit modeling perspective. This role’s responsibility will include developing credit models, engaging with stakeholders across risk and business, communicate results to senior executives, and providing expertise on credit risk modeling.What will you do?
  • Modeling responsibilities covers a wide variety of models including, but not limited to, Machine learning, Artificial Intelligence, credit scoring, and surveillance models for the purpose of reducing losses or driving revenue in the portfolio
  • Responsible for sourcing data, engineering features, as well as developing, monitoring, and deploying models.
  • Extract, clean, validate, and analyze usable data from multiple data sources/providers to quantify borrower behavioral patterns.
  • Participate in data assessment and procurement for credit modeling and analytics, help automate the underlying credit modeling feature farm, assess, and address data gaps, as well as develop, monitor, and deploy credit risk models.
  • Engage with stakeholders and experts across adjudication and line-of-business throughout model development cycle; solicit input from expert and ensure models are business-sound.
  • Prepare model documentation, source codes, presentation decks, and/or model monitoring reports.
  • Responsible for resolving issues raised by independent validation, Internal Audit and ongoing model monitoring.
What do you need to succeed?Must-have:
  • Undergraduate degree in computer science, finance, mathematics, statistics, or economics, with at least 5 years of working experience in related credit risk modeling roles.
  • Hands-on experiences with large datasets (ingestion, processing, merging and aggregation of data), with fluency in both SQL and big data/cloud technologies (Hadoop, PySpark, S3).
  • Strong Python coding skills to support automation and efficient end-to-end model scoring/implementation.
  • Strong understanding and working knowledge of advanced statistical methods and machine learning techniques for classification and regression tasks.
  • Demonstrated knowledge of credit risk models and time series analysis.
  • Experience in code sharing and version control solutions (GitHub).
Nice to have:
  • Master degree in computer science, finance, mathematics, statistics, or economics.
  • Knowledge of GenAI use cases in retail / commercial lending.
  • Knowledge of other programming languages such as R, Java, Scala, or SAS.
  • Ability to work with UNIX command line.
  • Prior model development experiences for IFRS9, stress testing or capital measurement.
What’s in it for you?We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.
  • Ability to make a difference and lasting impact
  • Work in a dynamic, collaborative, progressive, and high-performing team
  • Opportunities to do challenging work
Job Skills Client Counseling, Credit Risk Modeling, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Machine Learning (ML), Market Risk, Quantitative MethodsAdditional Job DetailsAddress: ROYAL BANK PLAZA, 200 BAY ST:TORONTOCity: TorontoCountry: CanadaWork hours/week: 37.5Employment Type: Full timePlatform: GROUP RISK MANAGEMENTJob Type: RegularPay Type: SalariedPosted Date: 2026-04-14Application Deadline: 2026-04-30Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date aboveOur Employment OpportunitiesAt RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One RBC. We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.Join our Talent CommunityStay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at .RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.

Royal Bank of Canada