Senior CCAR Market Risk & GMS/IMS Lead

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

Job summary

RBC is seeking a seasoned risk technology professional to join its Market & Counterparty Credit Risk team in New York. The focus is CCAR Market Shock and internal regulatory processes, with ownership of data pipelines, scenario execution, and governance for stress testing across asset classes.

You will collaborate with IT and risk teams to ensure accurate results, robust data quality, and readiness for FRB engagements, with competitive compensation and growth opportunities at RBC.

Qualifications

• Bachelor's degree in Finance, Engineering, Computer Science, or a quantitative field; advanced degree preferred.
• 5–7 years in CCAR stress testing, Market Risk Capital, or regulatory capital processes.
• Strong knowledge of GMS/IMS stress testing methodologies.
• Proficiency in Python and SQL; building data pipelines and automation in production.

Responsibilities

• Execute build-out of GMS stress testing capabilities for US IHC including scenario application and loss calculation.
• Design, develop, and maintain data feeds and data pipelines for GMS stress testing across asset classes.
• Identify infrastructure enhancements to the GMS calculation environment and automate processes for scalability.
• Collaborate with IT to define requirements, perform UAT, validate changes, and troubleshoot data quality issues.
• Maintain governance documentation and support regulatory examinations and audits.
• Prepare materials for FRB engagements and risk committees; support regulatory interactions.

Skills

Python

SQL

Data pipelines

Regulatory stress testing

GMS/IMS experience

Data quality

Problem solving

Communication

Education

Bachelor's degree in Finance, Engineering, Computer Science, or quantitative field

Tools

Tableau

OBI

Job description

RBC is seeking a seasoned risk technology professional to join its Market & Counterparty Credit Risk team in New York. The focus is CCAR Market Shock and internal regulatory processes, with ownership of data pipelines, scenario execution, and governance for stress testing across asset classes.

You will collaborate with IT and risk teams to ensure accurate results, robust data quality, and readiness for FRB engagements, with competitive compensation and growth opportunities at RBC.