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Senior Quantitative Risk Management Specialist

1 month ago

Toronto, Ontario, Canada Royal Bank of Canada Full time

Job Title: Senior Quantitative Risk Management Specialist

Job Summary:

We are seeking a highly skilled Senior Quantitative Risk Management Specialist to join our team at Royal Bank of Canada. As a key member of our risk management group, you will be responsible for the conceptual design, development, implementation, documentation, and maintenance of models used to measure market risk within our risk management frameworks.

Key Responsibilities:

  • Conduct research, review regulatory requirements, and consult with industry stakeholders to evaluate best practices for modeling and develop market risk methodologies.
  • Become proficient with key risk features of the products and risk factor identification process in the trading portfolio.
  • Develop, maintain, and integrate risk model libraries with the overall enterprise architecture to provide end-to-end solutions.
  • Work with risk and technology partners to productionize risk methodology implementations by adopting industrial standards and strategic architecture.
  • Document model methodologies, implementation details, and testing results, and work with internal validation to facilitate their approval of the models.
  • Develop tools to assess and monitor model performance and benchmark against alternative models.
  • Maintain existing market risk models by conducting exercises, including but not limited to regular model recalibrations, and assumption re-assessment.
  • Study and apply distributed computation with a focus on big data frameworks.
  • Initiate independent research projects to explore better tools and practices to gain efficiency.

Requirements:

  • 2+ years of working experience in regulatory and internal risk management requirements under market risk, CCAR, or counterparty credit risk.
  • Broad capital markets product knowledge across various asset classes.
  • Strong analytical and problem-solving skills.
  • Strong Python development skills with a focus on finance use cases.
  • Data management and analysis skills (SQL and Excel required).
  • Ability to work collaboratively to achieve team goals.
  • Agility to adapt to changing circumstances in a dynamic environment.
  • Masters in Financial, Engineering, Statistics, or equivalent. PhD in Finance, Engineering, or Applied Sciences.
  • Above-average oral and written presentation skills: ability to present clearly complicated modeling concepts and techniques to senior management.

What's in it for you?

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

Benefits:

  • A comprehensive Total Rewards Program including bonuses and flexible benefits and competitive compensation.
  • Leaders who support your development through coaching and managing opportunities.
  • Work in a dynamic, collaborative, progressive, and high-performing team.
  • Opportunities to do challenging work.