Data Scientist (Vancouver)

Job Description

What is the opportunity?

RBC is a global leader in applying Artificial Intelligence (AI) in the banking sector, creating value for our clients across various business functions. The AI validation team within RBC’s Enterprise Model Risk Management oversees, assesses, and manages the model risk that may arise from these AI capabilities.

What will you do?

As an AI Validator you will challenge models and identify risks associated with their use both conceptually and empirically. Your responsibilities include:

• Design and execute validation frameworks, exploring modelling considerations such as conceptual soundness, data processing, metric reproducibility & stability, benchmarking, robustness, uncertainty quantification, fairness, privacy, explainability, implementation controls, and more.
• Build and maintain reusable software packages and tools.
• Read research papers to enhance the team's validation approaches...