Associate Director - Enterprise Market Risk Portfolio Analysis

RBC; Toronto; On-site; CAD 80,000 - 110,000; Full time

Job summary

A leading bank in Canada is seeking a Market Risk Analyst to provide insights on market risk profiles and capital adequacy. The role involves risk oversight, analytics, and reporting, requiring strong analytical skills and experience in trading risk management. Join a collaborative team focused on delivering trusted advice and making a significant impact in the financial sector.

Benefits

Comprehensive Total Rewards Program

Flexible benefits

Development through coaching

Agile and high-performing team

Qualifications

• Minimum 3 years of experience in trading or trading risk management roles.
• Good understanding of financial markets and trading businesses.
• Thorough knowledge of traded products, particularly derivatives.

Responsibilities

• Contribute to the development of market risk analysis capabilities.
• Produce materials for internal and external quarterly market risk reporting.
• Conduct regular reviews of the Risk Appetite and Risk Limits frameworks.

Skills

Communication

Problem Solving

Technical Skills

Education

MBA

MA

MS

Tools

Python

JavaScript

Job description

Job Summary

Establish the link between the current market environment across all asset classes, RBC’s market risk profile and capital adequacy.

Job Description

What is your opportunity?

You will provide senior management, business heads, and regulators with views on the market risk profile of RBC’s trading and banking portfolio, including developments, trends, and concentrations, in addition to capital adequacy.

What will you do?

Risk Oversight and Analytics

• Contribute to the development of the ad-hoc market risk analysis capabilities, with particular focus on developing forward-looking analysis and the ability to model potential future risks within RBC’s portfolios and within the boarder markets

• Provide senior management with insight on potential developments, concentrations and trends in risk that could result in significant financial loss under adverse market conditions .

• Demonstrate a deep, detailed understanding of trading market risks at RBC as well as the current market environment, to provide senior management with risk assessments such that action can be taken as deemed necessary

• Conduct risk and capital analytics to compare RBC performance against global peer banks

• Investigates in changes and contribute to limit setting for RBC’s FVTPL and FVOCI portfolio

• Provide forward guiding risk analytics to senior management

Risk Reporting

• Produce and submit materials for internal and external quarterly market risk reporting; including reporting to senior committees, shareholders and regulators

• Contribute to weekly and monthly enterprise market risk reporting, including the Significant Issues report and Market and Counterparty Credit Risk Overview for management awareness (C-suite Executives).

Enterprise Market Risk Appetite Setting

• Conduct regular reviews of the Risk Appetite and Risk Limits frameworks for Market Risk, ensuring that risks are appropriately controlled, and tolerances are appropriately calibrated for the Enterprise and key business lines

What do you need to succeed?

Must-have

• Minimum 3 years of experience in trading or trading risk management roles

• MBA, MA or MS or equivalent with emphasis in finance, economics or a quantitative discipline.

• Good understanding of financial markets and trading businesses

• Thorough knowledge of traded products, particularly derivatives and their associated risks

• Excellent communication skills, with experience forming and presenting deep dive analysis to senior audiences.

• Familiarity with the Python and JavaScript programing language

• Strong technical and general problem solving skills

What’s in it for you?

We thrive on the challenge to be our best, thinking progressively 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

• Leaders who support your development through coaching and managing opportunities

• Ability to make a difference and lasting impact

• Work in an agile, collaborative, progressive, and high-performing team

• The opportunity to interface with executives from many different parts of the organization

Job Skills

Additional Job Details

Address:

ROYAL BANK PLAZA, 200 BAY ST: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:

2025-05-13

Application Deadline:

2025-05-28

Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

Inclusion and Equal Opportunity Employment

At 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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