FRTB Regulatory Reporting Lead – Market Risk Capital

RBC; New York (NY); On-site; USD 120,000 - 200,000; Full time

Benefits offered by this job

Total Rewards program and competitive

Career development and coaching

Impact and cross-functional exposure

Dynamic, high-performing team

Challenging work opportunities

Client relationship opportunities

Job summary

RBC is seeking an Associate Director to lead the build-out and production of Market Risk regulatory reporting for the US IHC under Basel 3 Endgame. You will automate reporting workflows, reconcile risk and finance data, and aggregate CCAR projections for FRY-14A submissions.

You will partner with IT on system implementation, ensure timely weekly production, and contribute to regulatory submissions with strong Python/SQL skills and a keen eye for data quality.

Qualifications

• 5+ years of experience in market risk reporting, regulatory capital, or quantitative risk
• Strong technical skills in Python and SQL, and experience producing regulatory submissions
• Experience building reconciliation processes between risk and finance systems
• Knowledge of Basel III/IV, FRTB, US FFIEC 102 and FR Y-9C reporting requirements
• Proven ability to design automated reporting views and dashboards and work under tight weekly deadlines

Responsibilities

• Lead the design, implementation, and production of Market Risk regulatory reports under B3EG (FFIEC 102, weekly FRTB)
• Build and maintain Risk-to-Finance reconciliation framework (FR Y-9C)
• Aggregate CCAR Market RWA 9-quarter projections for FRY-14A submissions
• Collaborate with IT on system implementation, UAT, and data pipeline enhancements
• Develop and maintain reporting documentation including data lineage and methodology
• Monitor regulatory developments and support internal audits and regulatory examinations

Skills

Python

SQL

Data analysis

Excel

Education

Bachelor's degree in Finance/Engineering/Mathematics or quantitative field

Tools

Tableau

OBI

FR Y-9C

FRY-14A

FFIEC 102

Job description

RBC is seeking an Associate Director to lead the build-out and production of Market Risk regulatory reporting for the US IHC under Basel 3 Endgame. You will automate reporting workflows, reconcile risk and finance data, and aggregate CCAR projections for FRY-14A submissions.

You will partner with IT on system implementation, ensure timely weekly production, and contribute to regulatory submissions with strong Python/SQL skills and a keen eye for data quality.