Associate Director: Quantitative Risk Models

Join RBC as an Associate Director focusing on quantitative risk models within Global Risk Analytics. Enhance methodologies vital to measuring market risk across diverse asset classes.

In your role on the GRA Market Risk Analytics team, you'll be responsible for the development, implementation, and presentation of market risk methodologies such as Calculation of VaR, SVaR, and Stress P&L. You'll collaborate with market risk and IT teams to create end-to-end solutions and contribute to the analytical strategy al candidates will have a background in quantitative analytics and programming experience.

Key Responsibilities:

• Develop and monitor market risk methodologies for assets

• Implement innovative risk solutions with market and IT collaborations

• Prepare and present methodologies to executives for approval

• Analyze the performance of established methodologies

• Support data services for various risk systems

Requirements:

• At least 2 years of experience in quantitative roles

• Master’s or PhD in finance or quantitative field

• Advanced programming skills in Python/C++/SQL

• Strong verbal and written communication abilities

• Self-motivated with keen analytical skills

Utilize your quantitative expertise to advance risk methodologies at RBC in Toronto.
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