Manager, Enterprise Market Risk Reporting & Analysis

RBC; Toronto; On-site; CAD 90,000 - 120,000; Full time

Job summary

A leading financial institution in Toronto is seeking a Manager for Enterprise Market Risk Reporting & Analysis. This role includes ensuring timely and accurate market risk reporting, analyzing trading portfolio drivers, and performing daily reconciliations. The ideal candidate will have over 2 years' experience in trading risk management, a relevant advanced degree, and strong proficiency in tools like Tableau and programming languages such as Python. Benefits include competitive compensation and flexible work arrangements.

Benefits

Comprehensive Total Rewards Program including bonuses and flexible benefits

Dynamic and collaborative work environment

Opportunities for professional development

Flexible work/life balance options

Qualifications

• 2+ years of experience in trading or trading risk management roles.
• Thorough knowledge of traded products including derivatives and their associated risks.
• Strong knowledge of programming languages, preferably Python.

Responsibilities

• Provide timely accurate and complete market risk reporting and analysis.
• Analyze and communicate the drivers, trends in market risk profiles.
• Perform daily reconciliation and maintain understanding of Value at Risk methodologies.

Skills

Communication

Decision Making

Economic Analysis

Financial Instruments

Group Problem Solving

Investment Risk Management

Market Analysis

Market Risk

Microsoft Excel VBA Programming

Python (Programming Language)

Risk Management

Tableau (Software)

Education

MBA, MA or MS in finance, economics or a quantitative discipline

Tools

Tableau

MS Excel

MS Access

SQL

Job description

Job Description

What is the opportunity?

As part of the Group Risk Management (GRM) team, the Manager, Enterprise Market Risk Reporting & Analysis will ensure that all market risk exposures and any material changes are provided to stakeholders in a timely and accurate manner, with commensurate analytical insight and its appropriate communication. You assist the Director and Senior Manager, Enterprise Market Risk Reporting & Analysis by analyzing and confirming the drivers for various trading portfolios, compiling the daily/weekly reports, performing the daily backtest, improving the existing reporting infrastructure and carrying out ad-hoc requests from senior management.

What will you do?

• Provide timely accurate and complete market risk reporting and analysis, owning the end-to-end processes that facilitate this reporting stream
• Understand, analyze and communicate the drivers, trends and for RBC (and key sub-portfolios) and provide context therein with respect to changes in the market risk profile of the business.
• Perform daily reconciliation between EMR and local market risk team
• Maintain a thorough understanding of the methodologies used for Value at Risk (VaR), Stress VaR, Specific Risk (SR), Stress Test scenario
• Generate trends and reports daily for senior management, and communicate key/material changes to all stakeholders
• Participate in other ad hoc analysis around RBC’s market risk exposures, including longer-term trend analysis of historical risk results / concentrations
• Perform daily backtesting, generate weekly Operating Committee report, and quarterly trend analysis report
• Maintain the database for historical trend analysis

What do you need to succeed?

Must-have

• 2+ 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
• Thorough knowledge of traded products including derivatives and their associated risks
• Excellent knowledge of Tableau, MS Excel and exposure to MS Access and other database programs (SQL)
• Strong knowledge of programming languages, preferably Python

Nice-to-have

• CFA, CA, FRM or other related professional qualifications
• Familiar with VaR and Stress Testing
• Good understanding of financial markets and trading businesses, both exchange traded and over the counter markets

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, competitive compensation
• Leaders who support your development through coaching and managing opportunities
• Work in a dynamic, collaborative, progressive, and high-performing team
• Opportunities to do challenging work
• Flexible work/life balance options

Job Skills

Communication, Decision Making, Economic Analysis, Financial Instruments, Group Problem Solving, Investment Risk Management, Market Analysis, Market Risk, Microsoft Excel VBA Programming, Python (Programming Language), Risk Management, Tableau (Software)

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: 2025-12-02

Application Deadline: 2025-12-20

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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