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Director, Counterparty Credit Risk Models, Global Risk Analytics

Description

What is the Opportunity?

As part of the Group Risk Management team, the Director, Counterparty Credit Risk Analytics leads a team which is responsible for the conceptual design, development, and ongoing maintenance of the mathematical models used for the measurement and capitalization of the counterparty credit risk of RBC's derivative and SFT portfolio.

This includes ensuring that the model's underlying methodologies are appropriate and that they are implemented with integrity, to facilitate t…

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