Director of Market Risk Modeling at RBC

RBC seeks a Director of Market Risk Modeling to lead innovative risk measurement and reporting strategies. Drive informed decision-making across investment portfolios by leveraging advanced modeling techniques.

In this pivotal role within the RBC Insurance CIO Function, you will develop and maintain a robust market risk framework. With a minimum of 6 years in Python-based model development and a Bachelor’s degree in a relevant field, you will collaborate closely with portfolio managers and senior leaders. This position aims to provide essential insights into market risk exposures and enable sound investment decisions.

Key Responsibilities:

• Create and implement key risk metrics for visibility into exposures

• Integrate market risk reporting into the Enterprise Risk framework

• Validate daily PnL metrics tied to risk results

• Decompose total asset PnL for performance attribution

• Enhance market risk governance and reporting processes

Requirements:

• Bachelor's degree in quantitative fields or computer science

• 6+ years experience in model design and validation

• Deep understanding of portfolio level analytics

• Strong communication and teamwork abilities

• Leadership in risk governance and strategy

Impact the future of risk management at RBC through your expertise in market risk modeling.
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