Manager, Risk Modelling Job Details
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| Manager, Risk Modelling (Ref: 082210-KD-57) |
| Sector, Sub Sector: |
Asset Management
,
Traditional Asset Manager
|
| Risk Type: |
Operational
|
| Expertise: |
Product Management
|
| Company: |
RBC
|
| Location: |
Toronto
,
Ontario
Americas, Canada
|
| Employment Type: |
Permanent
|
| Job Description: |
Position Purpose:
Reporting to the Senior Manager, Risk Modelling, Portfolio Management and Credit Strategy.
This incumbent’s primary responsibility is to lead the development of credit scoring models for acquisition and account management. Also identifies other credit scoring opportunities while maintaining portfolio quality. Support the stakeholders in Financing Products, Sales and GRM in the interpretation of the scorecard data.
We thank all interested candidates however only those selected for an interview will be contacted.
Key Accountabilities:
Model Development
• Lead, design, develop and validate credit scoring models used for acquisition and account management of consumer and small business accounts.
• Design segmentation of the portfolio for modelling and perform multivariate analysis.
• Presentation of stakeholders as required in model development, validation and analysis.
• Completes full documentation of all analysis and model development.
• Directly Liaise with Business partners and GRM through out scorecard development projects.
• Work with vendors on outsourced analytical project as required.
Statistical analysis tools
• Directly Liaise with IT and vendor support for model development tools.
• Participate in working with analytical vendors for evaluation of their tools.
Credit Bureau
• Support accurate ad-hoc Credit Bureau pull and ensure secure data transmission as required.
Others
• Support development of innovative credit strategies as required.
• Promote and share best practices with other analytical groups within RBC.
Job Requirements: (Knowledge/ Experience):
* Strong analytical skills with the ability to apply product/business knowledge to the analytical results.
* Experienced in credit scoring or predictive model development.
* Strong PC skills in SAS/Base and SAS/STAT.
* Strong Experience in working with a database using SQL.
* Min Bachelor degree, ideally Masters, preferred in statistics, operations research, econometrics or relevant quantitative field.
* Preferred knowledge of Java and Unix operation system.
* Preferred knowledge of RBC Systems and Business Units.
Required Skills/ Competencies/ Attributes:
Education:
BA/BS
Required Accreditation(s):
Special Conditions:
None
Diversity:
Diversity in the workplace, one of our shared values, lies at the heart of our rewarding, open, supportive and inclusive work environment. We respect and respond to the many competing and evolving priorities in our lives so you can focus on what you can do best – put clients first.
|
| Job Ref No: |
082210-KD-57
|
