Counterparty Credit Risk Analyst, Securities Finance

rbc

New York (NY)

On-site

USD 85,000 - 145,000

Full time

3 days ago

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Job summary

Royal Bank of Canada is seeking an Analyst to join the GRM team in New York, focusing on risk oversight for Securities Finance Transaction and Structured Asset Collateral portfolios. You will work with CCR reporting, risk measurements, and collaboration with trading teams to ensure robust risk controls.

The role requires a quantitative background with coding ability and deep knowledge of VaR and stress testing.

Qualifications

Bachelor's or master's degree in finance, science, economics, or related quantitative field.
Strong coding skills; interest in securitized products and fixed income; quantitative mindset; strong communication.
Deep understanding of VaR/Stress methodology calculation.

Responsibilities

Provide risk oversight for CCR for SFT and SAC portfolios at consolidated and entity levels.
Manage CCR reporting process and ensure accuracy of risk measurements.
Develop and improve risk infrastructure.
Analyze collateral/products to align with risk tolerance.
Review significant transactions to support business growth and maintain risk controls.
Collaborate with trading teams on risk issues, systems, limits and risk management.
Ensure credit risk and collateral exposures for the SFT/SAC exposures are calculated, tracked against limits, reported, and escalated timely.
Lead in enhancing risk systems (CREX and internal systems).
Investigate risks to provide insights on risk trends to senior management.
Examine trends in large datasets using advanced statistical/econometric techniques to derive conclusions about collateral and limits.