Associate Director - Credit & Stress Testing Implementation Assurance

Associate Director - Credit & Stress Testing Implementation Assurance What is the opportunity? Reporting to the Director, Credit & Stress Testing Implementation Assurance, the Associate Director Credit & Stress Testing Implementation Assurance will apply business and technical knowledge to support and provide constructive challenges across the Credit Modeling & Methodology team (CMM).

Job Description You will be responsible for ensuring the accuracy and scalability of the ECL production process through review and advisory of production source code, execution of post‑implementation testing, implementation documentation, and development of continuous assurance solutions. This role gives the incumbent the opportunity to work across all banking book exposures in the full development/deployment cycles of critical provisioning and stress testing programs.

What will you do? Enablement of scalable solutions

Development of scalable testing solutions to increase coverage.

Use of quantitative methods to diagnose model implementation and impacts.

Advisory of coding practices to enhance efficiency of production systems.

Source code review

Review of production models and reporting code for provisioning (IFRS9/CECL) and stress testing programs (EWST/MST/CCAR).

Communication of testing results to development and business stakeholders.

Publication of release reports

Quarterly and annual review and generation of reports that highlight all production changes and testing performed.

What do you need to succeed? Must Have

5+ years related work experience in developing and deploying models and/or reports.

Experience in data manipulation on large datasets (ingestion, processing, merging and aggregation of data).

Experience with Python, R, SAS, or MATLAB, and SQL.

Experience in code management solutions (git/GitHub).

Strong interpersonal, communication and presentation skills, with the ability to articulate and document complex technical problems and control processes for non‑technical audiences.

Ability to structure workload and manage multiple competing priorities.

Conceptual thinker with a curious mind to challenge and question the status quo and the ability to make quantitative decisions on ambiguous and complex techniques that directly impact RBC’s financial statements.

Nice to Have

Knowledge of credit risk methodology, including capital estimation, credit risk/stress testing models considered an asset.

Masters or PhD in Finance or a technical field (Physics, Math, Engineering, etc.) considered an asset.

Prior experience in model development or model validation considered an asset.

Knowledge or prior experience with TTD practice or CICD pipeline considered an asset.

What’s in it for you?

A comprehensive Total Rewards Program including bonuses and flexible benefits and competitive compensation.

Leaders who support your development through coaching and managing opportunities.

Ability to make a difference and have lasting impact.

Flexible work/life balance options.

Work in a dynamic, collaborative, progressive, and high‑performing team.

Opportunities to do challenging work.

Job Skills

Application Testing

Change Controls

Communication

Credit Risks

Critical Thinking

Financial Instruments

Financial Regulation

Long Term Planning

Model Development

Model Implementation

Model Validation

Process Management

Programming Languages

Python (Programming Language)

Quantitative Methods

Risk Management

SAS

Additional Job Details Address: RBC CENTRE, 155 WELLINGTON ST W:TORONTO

City: Toronto

Country: Canada

Work hours/week: 37.5

Employment Type: Full time

Platform: GROUP RISK MANAGEMENT

Job Type: Regular

Pay Type: Salaried

Posted Date: 2025-12-12

Application Deadline: 2025-12-27

Inclusion and Equal Opportunity Employment At 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.

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