Senior ALM & IRRBB Modeling Lead

Royal Bank of Canada; Los Angeles (CA); Vor Ort; USD 211.000 - 257.000; Vollzeit

Benefits dieser Stelle

401(k) with company matching

Health, dental, vision, life and long‑

Paid time off

Zusammenfassung

Royal Bank of Canada US in Los Angeles, CA, seeks an ALM Manager to lead IRRBB metrics production (NII, EVE, KRD) and model governance. You will drive methodologies, back testing, and sensitivity analyses while coordinating with Treasury, Finance, and CNB teams.

The role requires strong SQL/Python/R skills, experience with data pipelines, and hands-on use of Tableau/Power BI to support risk reporting and decision making. Domestic travel up to 20% may apply.

Qualifikationen

• Bachelor's degree in a related field with 5 years progressive experience in IRRBB.
• 5 years in measuring, monitoring and mitigating IRRBB per regulatory guidelines.
• 3 years developing data pipelines; SQL, Python or R; dashboards with Tableau/Power BI.

Aufgaben

• Lead production of IRRBB metrics (NII, EVE, KRD) for major US entities.
• Lead development, maintenance, and documentation of model methodologies and procedures.
• Monitor compliance with limits and escalate material IRR exposures to senior management.

Kenntnisse

IRRBB risk management

Data analysis

Stakeholder communication

Leadership

Ausbildung

Bachelor's degree in Finance or related field

Tools

SQL

Python or R

Tableau

Power BI

QRM Modelling Platforms

Jobbeschreibung

Royal Bank of Canada US in Los Angeles, CA, seeks an ALM Manager to lead IRRBB metrics production (NII, EVE, KRD) and model governance. You will drive methodologies, back testing, and sensitivity analyses while coordinating with Treasury, Finance, and CNB teams.

The role requires strong SQL/Python/R skills, experience with data pipelines, and hands-on use of Tableau/Power BI to support risk reporting and decision making. Domestic travel up to 20% may apply.