Sign up to access all features of our service.
  • Job search
  • Favorites
  • Create a CV
    New
  • Salaries
  • Subscriptions

Director, Counterparty Risk Modeling & Analytics

RBC

RBC is seeking a Director of Counterparty Credit Risk Analytics to lead model design, development, and validation for the bank's CCR across derivatives and SFTs. You will guide methods, ensure regulatory alignment, and drive governance through internal validation and benchmarking.

The role requires strong leadership, advanced quantitative skills, and expert programming in Python, with a focus on delivering rigorous, auditable models for risk measurement.

#J-18808-Ljbffr
Vacancy posted 1 day ago
Similar jobs that could be interesting for youBased on the Director, Counterparty Risk Modeling & Analytics in Toronto, ON vacancy
  •  ...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... 
    Suggested
    Full time
    Flexible hours

    RBC

    Toronto, ON
    1 day ago
  • $75k - $100k per year

     ...figuring out what really drives credit risk and customer behaviour? Are you equally skilled at balancing deep analytical thinking with pragmatic execution,...  ...Data Scientist, Risk Analytics & Modeling, to work under the direction of the Director - Risk Analytics, Data Science &... 
    Suggested
    Full time
    Internship
    Work at office
    Flexible hours

    Financeit

    Toronto, ON
    10 days ago
  • $75k - $100k per year

     ...figuring out what really drives credit risk and customer behaviour? Are you equally skilled at balancing deep analytical thinking with pragmatic execution,...  ...Data Scientist, Risk Analytics & Modeling, to work under the direction of the Director - Risk Analytics, Data Science &... 
    Suggested
    Full time
    Internship
    Work at office
    Flexible hours

    Financeit

    Toronto, ON
    13 days ago
  • $56k - $84k per year

     ...Job Type:  Temporary Contract   Work Model:  Hybrid   Reference code: 134945 Primary...  ...(FSI) clients make high-stakes credit risk decisions with informed confidence. Much of...  ...model development, benchmarking, and ad-hoc analytical projects. This means that you may challenge... 
    Suggested
    Full time
    Temporary work
    Internship
    Flexible hours

    Deloitte

    Toronto, ON
    2 hours ago
  •  ...contribute. To learn more about CIBC, please visit CIBC.com What you’ll be doing As Consultant, Risk Analytics, you will ensure the integrity of counterparty credit risk measures of capital markets products by carrying out daily quality assurance procedures and controls... 
    Suggested
    Permanent employment
    Full time
    Remote work
    2 days per week
    3 days per week

    CIBC

    Toronto, ON
    15 hours ago
  • $160k per year

     ...responsible for the entire spectrum of quantitative, analytical, and development activities for counterparty credit risk trading in Global Markets. The mandate is to...  ...Oversight, Valuation Product Control, etc.) with the models, analytics, reports, market data and information to... 
    Part time

    BMO Capital Markets Corp.

    Toronto, ON
    1 day ago
  • $160k per year

     ...responsible for the entire spectrum of quantitative, analytical, and development activities for counterparty credit risk trading in Global Markets. The mandate is to...  ...Oversight, Valuation Product Control, etc.) with the models, analytics, reports, market data and information to... 
    Part time

    BMO Financial Group

    Toronto, ON
    3 days ago
  • $140k - $260k per year

     ...Job Type:  Permanent   Work Model:  Hybrid   Reference code: 134562 Primary Location:  Toronto, ON All Available Locations:  Toronto...  ...-- Lead complex business decisions, mitigate enterprise risk, and influence senior leaders in a high-impact role where your expertise... 
    Permanent employment
    Contract work
    Flexible hours

    Deloitte

    Toronto, ON
    2 hours ago
  •  ...What you'll be doing As a Director with the Corporate and Private Credit Risk team, you will report to the Senior...  ...assess credit risks utilizing strong analytical skills. You should have strong...  ...knowledge of credit risk frameworks, counterparty exposure, and risk oversight in a... 
    Long term contract
    Work at office
    Remote work
    2 days per week
    3 days per week

    CIBC

    Toronto, ON
    2 days ago
  • $70k - $150k per year

     ...Provides production and end-user support and governance for the risk technical platform and system environment that supports risk data...  ..., enterprise-wide focus. Provides specialized consulting, analytical and technical support. Exercises judgment to identify, diagnose... 
    Contract work
    Part time

    BMO

    Toronto, ON
    1 day ago
  • $101k - $169k per year

     ...Job Type:  Permanent   Work Model:  Hybrid   Reference code: 134967 Primary Location:  Toronto, ON All Available...  ...(reserving, pricing, economic capital, predictive analytics) in compliance with the Model Risk Policy, standards and guideline ~Identify potential risks... 
    Permanent employment
    Flexible hours

    Deloitte

    Toronto, ON
    1 day ago
  •  ...EQ Bank, a Canadian challenger bank, is hiring a Manager, Model Validation to join the Model Risk Management team. The role executes validation procedures across credit, treasury, IFRS 9 ECL, and related risk models and prepares validation reports under the MRMF. Based... 

    eqbank

    Toronto, ON
    4 days ago
  • $159.3k - $211k per year

     ...impact groundwater projects. As Technical Director, Groundwater Modelling, you will be a recognized global...  ...stakeholders on modelling approaches, risk, uncertainty, and decision-making. Project...  ...innovation in modelling tools, data analytics, GIS, automation, visualization, and... 
    Local area
    Flexible hours

    WSP

    Toronto, ON
    4 days ago
  •  ...could be your next big opportunity.  We can’t wait to get to know you!  The Work The Manager, Risk Data & Model Implementation (“MDMI”) reports to the Director, Risk Data & Model Implementation (“DRDMI”), and supports the DRDMI, the Director, Risk Data & Model Implementation... 
    Hourly pay
    Permanent employment
    Full time
    Internship
    Work at office

    Eq Bank

    Toronto, ON
    a month ago
  • $88k - $132k per year

     ...opportunity EY's Financial Services Risk Management (FSRM) practice is...  ...a Senior Consultant with modelling experience acquired in the...  ...and validation of credit risk models (e.g. AIRB, IFRS 9, stress testing...  ...quantitative skills in data analytics and modelling incl. artificial... 
    Permanent employment
    Full time

    Ernst & Young

    Toronto, ON
    1 day ago
  •  ...Job Description What is the opportunity? The Senior manager, AML Risk Analytics is a transformational role that bridges risk strategy, transaction monitoring, and investigative operations, ensuring effective financial crime assessment and detection. This role requires... 
    Full time
    Flexible hours

    RBC

    Toronto, ON
    1 day ago
  •  ...looking for a new opportunity? Or just checking the market? Well… you might just be in the right place! We're looking for a Director, Enterprise Risk to join our Legal team. You will be reporting to the Assistant General Counsel & Head of Litigation and Enterprise Risk. The... 
    Full time
    Flexible hours

    Lightspeed Commerce

    Toronto, ON
    8 days ago
  •  ...personally and expertly. What You Will Do The Cyber Security Risk Director is a leadership position responsible for leading the...  ...evaluate potential impacts to business strategy; provide documented analytical insights of the risk profile, while ensuring a sound... 
    Work at office
    Remote work
    Home office
    Flexible hours

    Fidelity International

    Toronto, ON
    3 days ago
  • ## Senior Director, Risk Data StrategyApplylocations: Toronto, ONtime type: Full timeposted on:...  ...integration, reporting, automation, and advanced analytics, while helping strengthen regulatory...  ...risk data architecture, including data modelling, data warehousing, pipelines, cloud-... 
    Long term contract
    Temporary work
    Work at office
    Remote work
    2 days per week
    3 days per week

    CIBC

    Toronto, ON
    3 days ago
  • $85.5k - $185k per year

     ...King Street West Groupe de famille d'emploi : Audit, gestion des risques et conformité Superviser et surveiller le risque de modèle pour un portefeuille désigné, et produire les rapports connexes. Élaborer et surveiller le cadre de gestion du risque de modèle et le... 
    Part time

    BMO Financial Group

    Toronto, ON
    12 hours ago
  •  ...Corporate Treasury's quantitative ALM methodology development, modelling, research and analytics, focusing on interest rate risk measurement and management. Lead development of behavioral and market risk models, supporting pricing and risk measurement for non-trading on-balance... 
    Work at office
    Flexible hours

    RBC

    Toronto, ON
    1 day ago
  •  ...get to know you!  The Work   The Associate Director, REM Modelling ("ADRM") is responsible for the development,...  ...(REM) business. The role provides actuarial and analytical leadership across portfolio forecasting, risk quantification, capital assessment, stress testing... 
    Hourly pay
    Permanent employment
    Full time
    Internship
    Work at office

    Eq Bank

    Toronto, ON
    more than 2 months ago
  •  ...performing culture. Treasury Risk Management (TRM) provides...  ...treasury units globally. The Director, Business Line Liquidity Risk...  ...across funding sources, counterparties, and tenors. Balance Sheet...  ...Drives automation and data analytics initiatives to improve risk governance... 

    ScotiaBank

    Toronto, ON
    9 hours ago
  •  ...Canada Life in Toronto is seeking a Director, Fraud Management to lead first-line fraud risk standards, governance and accountability across the business, ensuring robust prevention, detection and response to fraud events. You will work with fraud operations, product, digital... 

    Canada Life

    Toronto, ON
    12 hours ago
  •  ...Canada's most significant nuclear infrastructure programs. As Risk Director, you will establish and lead the risk management function for a...  ...and cost risk analysis (QSRA and QCRA) Conduct advanced risk modeling (e.g., Monte Carlo simulations) to support contingency planning... 
    Full time
    Relocation
    Visa sponsorship
    Relocation package
    Flexible hours

    Turner & Townsend

    Toronto, ON
    6 days ago
  • Lead the transformation of CIBC's risk data ecosystem as a Senior Director of Risk Data Strategy in Toronto. Ensure high-quality data supports decision-making...  ...enhancements in data governance, automation, and analytics. Your leadership will guide a high-performing team and foster... 

    CIBC

    Toronto, ON
    3 days ago
  • $153k - $273.46k per year

     ...Requisition ID # 26WD100769 The Director of Worldwide Marketing Data Strategy & Analytics, you will lead the strategy,...  ...performance to identify emerging trends, risks, opportunities, and actionable...  ..., experimentation, marketing mix modeling, and predictive analytics to... 
    Worldwide

    Autodesk

    Toronto, ON
    1 day ago
  • $56k - $84k per year

     ...:  Temporary Contract   Work Model:  Hybrid   Reference code: 133395...  ...Capital Markets and Market Risk models (e.g. Financial Derivatives Pricing, VaR, Counterparty Credit Risk, XVA, FRTB, IBOR Transition...  ...work in other quantitative and analytical areas such as credit modeling,... 
    Contract work
    Temporary work
    Flexible hours

    Deloitte

    Toronto, ON
    2 hours ago
  •  ...As a member of CIBC’s AI, Data and Analytics team, the Senior Director – Decision Science will lead the Insurance...  ...data science and AI-enabled methods, models, tools and controls. Apply...  ...market share, portfolio performance and risk exposure, and synthesize complex analysis... 
    Long term contract
    Permanent employment
    Full time
    3 days per week
    1 day per week

    CIBC

    Toronto, ON
    15 hours ago
  •  ...get to know you!  The Work   The Director, Payments Risk & Compliance is the first-line...  ...embedded finance) o New partnership models (e.g., program manager, payment service...  ...banking & fintech landscape.  • Strong analytical and critical thinking skills with the... 
    Hourly pay
    Permanent employment
    Full time
    Internship
    Work at office

    Eq Bank

    Toronto, ON
    more than 2 months ago

Do you want to receive more vacancies?

Subscribe and receive similar vacancies to Director, Counterparty Risk Modeling & Analytics. Be the first to apply!