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0000050007 Royal Bank of Canada
Associate Director, Credit & Stress Testing ML Engineer0000050007 Royal Bank of Canada • TORONTO, Ontario, Canada
Associate Director, Credit & Stress Testing ML Engineer

Associate Director, Credit & Stress Testing ML Engineer

0000050007 Royal Bank of Canada • TORONTO, Ontario, Canada
2 days ago
Job type
  • Full-time
Job description

Job Description

What is the opportunity?Reporting to the Director, Credit & Stress Testing Implementation Assurance, the Associate Director, Credit & Stress Testing ML Engineer will apply business and technical knowledge to turn models into production-grade services that will support model development across the Credit Modelling and Methodology Team (CMM).In this position you will have the opportunity to work across all banking book exposures in full development/deployment cycles of critical provisioning and stress testing programs. You will be responsible for the production lifecycle of the ECL generation process through development of production source code, building and execution of user assurance and post-implementation testing (UAT/PIV), writing implementation documentation, and development of continuous assurance solutions. As part of development and maintenance of production models, you will collaborate with several groups including model developers, business stakeholders, and IT teams.What will you do?Develop credit risk model implementations
  • Develop scalable and efficient production implementations of all credit risk models across provisioning (IFRS 9/CECL) and stress testing programs (EWST/MST/CCAR)
  • Engineer and maintain scalable data pipelines and workflows using Python and PySpark
  • Apply and advocate for coding best practices to optimize production system performance, scalability, and reliability
  • Development of scalable testing solutions to increase coverage, including unit testing
  • Build and maintain CI/CD automation (Docker, Kubernetes, OpenShift, GitHub Actions, Airflow)
  • Contribute to code reviews, collaborate with data scientists, credit risk modellers, and IT teams
  • Maintain technical documentation and submit change control UAT/PIV evidence for validation review
  • Use of quantitative methods to diagnose model implementation issues and impacts
Source code review
  • Review of reporting code for provisioning (IFRS9/CECL) and stress testing programs (EWST/MST/CCAR).
What do you need to succeed?Must Have
  • 5+ years related work experience in developing and/or deploying scalable coding solutions (including distributed systems and performance optimization)
  • Knowledge of credit risk methodology, including capital estimation, credit risk/stress testing models, and/or direct experience with Expected Credit Loss implementations
  • Strong programming experience and providing technical leadership on modern Python and PySpark (or similar)
  • Experience in data manipulation on large datasets
  • Credit Risk & Banking Stress Testing: Understanding of provisioning models and stress testing frameworks
  • Testing & QA: UAT/PIV testing experience in regulated financial environments
  • Experience in code management solutions (e.g. git, GitHub)
  • Strong interpersonal, communication, and presentation skills, with the ability to articulate and document complex technical problems and control process for a non-technical audience
  • 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 which will have an impact directly on RBC’s financial statements.
Nice to Have
  • Test automation frameworks and CI/CD pipeline optimization
  • Experience with agile transformation or process improvement
  • AI-assisted development tools (GitHub Copilot, Windsurf, Claude Code)
  • Familiarity with the AWS Sagemaker environment
What’s in it for you?We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.
  • 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 lasting impact
  • Flexible work/life balance options
  • Work in a dynamic, collaborative, progressive, and high-performing team
  • Opportunities to do challenging work
Job SkillsClient Counseling, Communication, Competitive Markets, Critical Thinking, Financial Instruments, Financial Regulation, Long Term Planning, Process Management, Quantitative Methods, Risk ManagementAdditional 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:

2026-06-25

Application Deadline:

2026-08-05Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date aboveOur Employment OpportunitiesAt RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One 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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Associate Director, Credit & Stress Testing ML Engineer • TORONTO, Ontario, Canada

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