Current jobs related to Associate Director, Counterparty Credit Risk Exposure Monitoring - Toronto, Ontario - Royal Bank of Canada>


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job OpportunityWe are seeking a highly skilled Associate Director, Counterparty Credit Risk Analytics to join our Group Risk Management team. As a key member of our team, you will be responsible for the conceptual design, development, and ongoing maintenance of mathematical models used for the measurement and capitalization of counterparty credit risk of...


  • Toronto, Ontario, Canada RBC - Royal Bank Full time

    Job Summary: Director, Market, Counterparty Credit, Liquidity and Model Risk Policy sought to provide senior-level advice and support for governance and risk oversight, developing and maintaining market, counterparty credit, liquidity, and model risk policies. The Director, Market, Counterparty Credit, Liquidity and Model Risk Policy will provide...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryThe Group Risk Management-Wholesale Credit Risk (GRM-WCR) group is responsible for assessing credit exposures of trading and lending activities for complex Capital Markets transactions. The GRM-WCR Funds team manages exposure to North American Investment Managers and Fund counterparties through effective analysis of credit risk, across various...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryThe Group Risk Management-Wholesale Credit Risk (GRM-WCR) group is responsible for assessing credit exposures of trading and lending activities for complex Capital Markets transactions. The GRM-WCR Funds team manages exposure to North American Investment Managers and Fund counterparties through effective analysis of credit risk, across various...


  • Toronto, Ontario, Canada Royal Bank of Canada Full time

    Job SummaryThe Director, Market, Counterparty Credit, Liquidity and Model Risk Policy will provide senior-level advice and support for the provision of governance and risk oversight with responsibility for the development, maintenance, and communication of market, counterparty credit, liquidity, and model risk as well as other relevant risk policy documents,...


  • Toronto, Ontario, Canada Royal Bank of Canada Full time

    Job SummaryThe Director, Market, Counterparty Credit, Liquidity and Model Risk Policy will provide senior-level advice and support for the provision of governance and risk oversight with responsibility for the development, maintenance, and communication of market, counterparty credit, liquidity, and model risk as well as other relevant risk policy documents,...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Role SummaryWe are seeking a skilled Counterparty Credit Risk Analytics Lead to join our Group Risk Management team. As a key member of our team, you will be responsible for the conceptual design, development, and ongoing maintenance of mathematical models used for measuring and capitalizing counterparty credit risk of RBC's derivative portfolio.Conduct...

  • Credit Risk Director

    2 weeks ago


    Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full time

    About the RoleWe are seeking a highly skilled Credit Risk Director to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will play a critical role in supporting the achievement of our business objectives.Key ResponsibilitiesDevelop and maintain credit risk measurement frameworks, including PD/LGD...

  • Credit Risk Director

    2 weeks ago


    Toronto, Ontario, Canada Healthcare of Ontario Pension Plan Full time

    About the RoleWe are seeking a highly skilled Credit Risk Director to join our team at the Healthcare of Ontario Pension Plan. As a key member of our investment risk team, you will be responsible for supporting the achievement of our business objectives, particularly in collaboration with various HOOPP teams.Key ResponsibilitiesDevelop and foster strong...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryThe Group Risk Management-Wholesale Credit Risk (GRM-WCR) group is responsible for assessing credit exposures of trading and lending activities for complex Capital Markets transactions. The GRM-WCR Funds team manages exposure to North American Investment Managers and Fund counterparties through effective analysis of credit risk, across various...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryThe Group Risk Management-Wholesale Credit Risk (GRM-WCR) group is responsible for assessing credit exposures of trading and lending activities for complex Capital Markets transactions. The GRM-WCR Funds team manages exposure to North American Investment Managers and Fund counterparties through effective analysis of credit risk, across various...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryJob DescriptionWe are seeking a highly skilled Risk Manager to join our Counterparty Credit Risk Portfolio Analysis team. As a Risk Manager, you will be responsible for providing timely analysis to aid in the management of counterparty credit risk exposures and providing quantitative support in the transaction credit adjudication process.Key...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryJob DescriptionAs a Risk Manager, Counterparty Credit Risk Portfolio Analysis, you will be responsible for providing timely analysis to aid in the management of counterparty credit risk exposures and providing quantitative support in the transaction credit adjudication process.Key ResponsibilitiesCollaborate with CCR teams globally to provide...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryAs a key member of the Group Risk Management team at Royal Bank of Canada, the successful candidate will be responsible for designing, developing, and maintaining mathematical models used to measure and capitalize counterparty credit risk. This includes ensuring the models' underlying methodologies are appropriate and implemented with integrity to...


  • Toronto, Ontario, Canada Royal Bank of Canada Full time

    Job SummaryThe Director, Market, Counterparty Credit, Liquidity and Model Risk Policy will provide senior-level advice and support for the provision of governance and risk oversight with responsibility for the development, maintenance, and communication of market, counterparty credit, liquidity, and model risk as well as other relevant risk policy documents,...


  • Toronto, Ontario, Canada Royal Bank of Canada Full time

    Job SummaryThe Director, Market, Counterparty Credit, Liquidity and Model Risk Policy will provide senior-level advice and support for the provision of governance and risk oversight with responsibility for the development, maintenance, and communication of market, counterparty credit, liquidity, and model risk as well as other relevant risk policy documents,...

  • Quantitative Analyst

    1 month ago


    Toronto, Ontario, Canada Scotiabank Full time

    Job Title: Quantitative Analyst - Counterparty Credit RiskScotiabank is seeking a highly skilled Quantitative Analyst to join our Market Risk Measurement team. As a key member of our team, you will be responsible for delivering high-quality reporting, analytics, and insights to support the Bank's non-retail business lines.Key Responsibilities:Develop and...

  • Quantitative Analyst

    1 month ago


    Toronto, Ontario, Canada Scotiabank Full time

    Job Title: Quantitative Analyst - Counterparty Credit RiskScotiabank is seeking a highly skilled Quantitative Analyst to join our Market Risk Measurement team. As a key member of our team, you will be responsible for delivering high-quality reporting, analytics, and insights to support the Bank's non-retail business lines.Key Responsibilities:Develop and...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryWe are seeking a highly skilled Risk Manager to join our Counterparty Credit Risk Portfolio Analysis team. As a key member of our team, you will be responsible for providing timely analysis to aid in the management of counterparty credit risk exposures and providing quantitative support in the transaction credit adjudication process.Key...


  • Toronto, Ontario, Canada Royal Bank of Canada> Full time

    Job SummaryJob DescriptionWhat is the opportunity? We are seeking a highly skilled Risk Manager to join our Counterparty Credit Risk Portfolio Analysis team. The successful candidate will be responsible for providing timely analysis to aid in the management of counterparty credit risk exposures and providing quantitative support in the transaction credit...

Associate Director, Counterparty Credit Risk Exposure Monitoring

2 months ago


Toronto, Ontario, Canada Royal Bank of Canada> Full time
Job Summary

As a seasoned Associate Director in the Counterparty Credit Risk Exposure monitoring team at Royal Bank of Canada, you will play a pivotal role in the daily management of the credit risk framework. Your expertise will be instrumental in facilitating the implementation of the stress risk framework as it pertains to derivative exposures.

Key Responsibilities
  • Monitor counterparty exposures against approved risk limits on a daily basis
  • Provide oversight on the completeness and appropriateness of risk measurements
  • Streamline and automate improved risk monitoring practices
  • Enhance the team's analytic capabilities to deep dive into specific portfolios of interest
  • Support development, coding efforts, and coordination of required work to implement appropriate exposure metrics
Requirements
  • 3+ years of experience in a quantitative Risk Control function at a financial institution, with a strong understanding of capital markets trading products and related credit risk concepts
  • Master's degree in a relevant subject such as Finance, Economics, or other quantitative discipline
  • Proficiency in Excel, Python, VBA programming, SQL, or equivalent programming languages
  • Strong analytical and problem-solving skills
  • Solid verbal and written communication skills
  • Proven organizational skills, with the ability to meet strict deadlines
What We Offer
  • A comprehensive Total Rewards Program, including bonuses and flexible benefits
  • Leaders who support your development through coaching and managing opportunities
  • The ability to make a lasting impact and contribute to the success of the team
  • A collaborative, progressive, and high-performing work environment