4 days ago
Toronto, CanadaStaff+
Responsibilities
- Develop scalable production implementations of credit risk models for provisioning and stress-testing programs.
- Engineer and maintain ETL pipelines and workflows for large datasets.
- Build production source code, testing solutions, unit tests, CI/CD automation, and continuous assurance solutions.
- Support UAT/PIV testing, implementation documentation, change control, and validation review evidence.
- Diagnose model implementation issues using quantitative methods and collaborate with data scientists, credit risk modelers, and IT teams.
- Contribute to code reviews and apply coding practices that improve performance, scalability, and reliability.
Requirements
- 0-2+ years of experience developing or deploying scalable coding solutions, including distributed systems and performance optimization.
- Knowledge of credit risk methodology, capital estimation, credit risk and stress-testing models, or Expected Credit Loss implementations.
- Strong programming experience with Python and PySpark or similar technologies.
- Experience manipulating large datasets and using code management solutions such as Git or GitHub.
- Experience with UAT/PIV testing in regulated financial environments.
- Strong communication, presentation, documentation, prioritization, and quantitative problem-solving skills.
- Preferred experience includes test automation, CI/CD pipeline optimization, agile transformation or process improvement, AI-assisted development tools, and AWS SageMaker familiarity.
Benefits
- Comprehensive total rewards program with bonuses and flexible benefits.
- Competitive compensation.
- Development support through coaching and management opportunities.
- Flexible work/life balance options.
- Full-time regular employment in Toronto with 37.5 hours per week.
- Collaborative, progressive, high-performing team and opportunities to do challenging work.
Tech Stack
Categories
Data EngineeringML Engineering
About RBC
Royal Bank of Canada (RBC) provides personal and commercial banking, payments, mortgages, investing, wealth management, insurance, and capital markets services to consumers, businesses, and institutions. The public company, headquartered in Toronto and founded in 1864, serves more than 17 million clients across Canada, the U.S., and other global markets. Revenue comes from interest income, fees, advisory, and trading across its diversified financial services businesses, and it is Canada’s largest bank by market capitalization.