Manager, ML Engineer

Job Title: Manager, ML Engineer Company: RBC Job Category: Machine Learning Roles & Responsibilities: Job Description Reporting to the Director, Credit \& Stress Testing Implementation Assurance, the Manager, ML Engineer will apply business and technical knowledge to turn models into production\-grade services that will support model development across the Credit Modeling 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 (CECL, IFRS9\) and stress testing (CCAR, EWST, MST) 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. Develop credit risk model implementations* * Develop scalable and efficient production implementations of all credit risk models across provisioning and stress testing programs * Engineer and maintain scalable ETL pipelines and workflows * 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 modelers, 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 * 0\-2\+ 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. * 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 Code Reviews, Communication, Critical Thinking, Financial Instruments, Financial Regulation, GitHub, Long Term Planning, Process Management, Python (Programming Language), Quantitative Methods, Risk Management, Source Code ManagementAdditional Job Details GROUP RISK MANAGEMENTJob Type: At 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. Work Location: Toronto, ON, Canada Availability: Full time

Must Have Key Skills: Python Salary: Not disclosed