Lead Counterparty Credit Risk Analyst

RBC Capital Markets, LLC; New York (NY); On-site; USD 85,000 - 145,000; Full time

Job summary

RBC Capital Markets in New York seeks a GRM Analyst to oversee risk for Securities Finance Transaction and Structured Asset Collateral portfolios. You will contribute to risk oversight, CCR reporting, and system enhancements to deliver robust risk controls.

Ideal candidates have a quantitative background, strong coding skills, and a deep understanding of VaR/Stress calculations. The role offers exposure to leadership and a comprehensive rewards program and a 40-hour work week in NYC.

Qualifications

• Bachelor's degree or master's degree in finance or science or economics, or a related quantitative field.
• Strong coding skills, interest in securitized products and fixed income products, quantitative skill set, curious mindset, self-motivated, and communication skills.
• Must have a deep understanding of VaR/Stress methodology calculation.

Responsibilities

• Provide risk oversight for Counterparty Credit Risk for SFT and SAC portfolios at consolidated and entity levels.
• Manage CCR reporting process and ensure accuracy of key risk measurements.
• Develop and improve risk infrastructure and analytics.
• Analyze collateral and products to align with risk tolerance.
• Review significant transactions to support business growth and risk controls.
• Collaborate with trading teams to align on risk issues, systems, limits, and risk management.
• Ensure credit risk and collateral exposures are calculated, tracked, reported, and escalated timely.
• Lead enhancements to risk systems (CREX and others) and analyze risk trends for senior management.

Skills

Coding skills

Securitized products

Fixed income

Quantitative skills

Curious mindset

Self-motivated

Communication skills

Education

Bachelor's or Master's in finance/science/economics

Job description

RBC Capital Markets in New York seeks a GRM Analyst to oversee risk for Securities Finance Transaction and Structured Asset Collateral portfolios. You will contribute to risk oversight, CCR reporting, and system enhancements to deliver robust risk controls.

Ideal candidates have a quantitative background, strong coding skills, and a deep understanding of VaR/Stress calculations. The role offers exposure to leadership and a comprehensive rewards program and a 40-hour work week in NYC.