Associate Director, Stress Testing Analytics

Job Description

What is the opportunity? The Associate Director, Stress Testing Analytics will assist the Director, Enterprise Stress Testing Analytics in managing the activities of the credit stress testing team by providing expert analysis, technical solutions, and guidance on RBC’s banking book loss estimation under the bank’s enterprise stress testing activities, including the Comprehensive Capital Analysis and Review (CCAR), Macro Stress Test (MST) and Enterprise Wide Stress Test (EWST) programs.

What will you do?

• Implement and execute reporting analytics and procedures required for reporting ACL (Allowance for Credit Losses) and PCL (Provisions for Credit Losses) under the banking book portfolio for stress testing programs.
• Own and execute the reporting processes, maintain, and enhance process efficiencies to reduce operational risks. As the subject matter expert on credit provisioning and loss metrices ACL/PCL, you will be intera...