Lead, Market Risk Capital & FRTB Reporting

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

Benefits offered by this job

Total rewards program

Career development

Impactful work

Collaborative team

Job summary

RBC in New York seeks an Associate Director to lead Market Risk regulatory reporting under Basel 3 Endgame, FFIEC 102, and weekly FRTB capital reporting. You will automate reporting workflows and collaborate with IT on data models and UAT testing.

You should have 5+ years in market risk reporting with strong Python/SQL skills and experience producing regulatory submissions, including FR Y-9C and FRY-14A. This is a full-time, on-site role in New York with competitive compensation.

Qualifications

• 5+ years of experience in market risk reporting, regulatory capital, or quantitative risk functions.
• Strong technical skills in Python and SQL.
• Experience with FFIEC 102, FR Y-9C, FRY-14A or similar regulatory submissions.

Responsibilities

• Lead design, implementation, and production of Market Risk regulatory reports under B3EG (FFIEC 102, weekly FRTB) and build automated reporting views.
• Develop and maintain Risk-to-Finance reconciliation framework (FR Y-9C) with root-cause analysis.
• Aggregate CCAR Market RWA 9-quarter projections for FRY-14A submissions and coordinate with modelling teams.
• Partner with IT on system implementation, UAT testing, and data pipeline enhancements for automation and data quality.
• Create and maintain reporting documentation including data lineage, processes, mappings and methodologies.
• Monitor regulatory developments and support audits, RCSA, regulatory examinations.

Skills

Python

SQL

Data analysis

Regulatory reporting

Education

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

Tools

Tableau

BI tools (e.g., Power BI, OBIs)

Job description

RBC in New York seeks an Associate Director to lead Market Risk regulatory reporting under Basel 3 Endgame, FFIEC 102, and weekly FRTB capital reporting. You will automate reporting workflows and collaborate with IT on data models and UAT testing.

You should have 5+ years in market risk reporting with strong Python/SQL skills and experience producing regulatory submissions, including FR Y-9C and FRY-14A. This is a full-time, on-site role in New York with competitive compensation.