What is the opportunity?
As part of the Group Risk Management (GRM) team, the Senior Analyst, Enterprise Model Risk Management will validate (replicate, benchmark, back- test, and apply other techniques as applicable) credit-related capital markets models (pricing used for financial and regulatory reporting for RBC trading activities. The ideal candidate will identify and escalate material issues related to model risk, and provide consultancy to model stakeholders with respect to potential technical solutions to these issues and designing model performance monitoring frameworks.
What will you do?
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