Current jobs related to Associate Director, Market Risk Analytics - Toronto - Royal Bank of Canada
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Associate Director, Market Risk Analytics
1 week ago
Toronto, Canada RBC Full timeJoin to apply for the Associate Director, Market Risk Analytics role at RBC What is the opportunity? As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory...
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Associate Director, Market Risk Analytics
1 week ago
Toronto, Canada RBC Full timeJoin to apply for the Associate Director, Market Risk Analytics role at RBC What is the opportunity? As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory...
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Associate Director, Market Risk Analytics
1 week ago
Toronto, Canada RBC Full timeJoin to apply for the Associate Director, Market Risk Analytics role at RBC What is the opportunity? As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory...
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Associate Director, Market Risk Analytics
2 weeks ago
TORONTO, Canada Royal Bank of Canada Full timeJob Description What is the opportunity? As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance on an ongoing basis of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory purposes, including...
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Associate Director, Market Risk Analytics
2 weeks ago
Toronto, Canada RBC Full timeWhat is the opportunity? As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory purposes, including multijurisdictional requirements (e.g., OSFI). The role...
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Associate Director, Market Risk Analytics
2 weeks ago
Toronto, Canada RBC Full timeWhat is the opportunity? As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory purposes, including multijurisdictional requirements (e.g., OSFI). The role...
-
Associate Director, Market Risk Analytics
2 weeks ago
Toronto, Canada RBC Full timeWhat is the opportunity? As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory purposes, including multijurisdictional requirements (e.g., OSFI). The role...
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Associate Director, Market Risk Analytics
1 week ago
Toronto, ON MW A, Canada RBC Full time $120,000 - $200,000 per yearJob DescriptionWhat is the opportunity?As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance on an ongoing basis of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory purposes, including multijurisdictional...
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Toronto, Canada RBC Full timeA leading financial institution in Toronto is looking for an Associate Director in Commodity Market Risk. This role involves monitoring risk profiles, ensuring compliance with management policies, and collaborating with trading teams. Ideal candidates have 3–7 years of relevant market risk experience and strong analytical skills. The position offers...
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Toronto, Canada RBC Full timeA leading financial institution in Toronto is looking for an Associate Director in Commodity Market Risk. This role involves monitoring risk profiles, ensuring compliance with management policies, and collaborating with trading teams. Ideal candidates have 3–7 years of relevant market risk experience and strong analytical skills. The position offers...
Associate Director, Market Risk Analytics
2 weeks ago
Job Description What is the opportunity? As part of the Group Risk Management team, the Associate Director, Market Risk Analytics is responsible for developing, maintaining, and monitoring the performance on an ongoing basis of models used for the measurement of Fundamental Review of the Trading Book (FRTB) regulatory purposes, including multijurisdictional requirement (e.g., OSFI).This includes ensuring that the model's underlying methodologies are conceptually sound and that the models are implemented with integrity so that they accurately measure RBC’s market risks. The models (and any changes to them) will be documented for review and approval by internal validation, and the results of ongoing model performance monitoring presented to senior management at various committees.What will you do? Work with model business owners and users to understand the model functionality requirementsConduct research, review regulatory requirements and consult with industry stakeholders to evaluate best practices for modeling.Make recommendations on model methodologies, and develop technical implementation, either for production usage or to serve as a prototype for benchmark testing.Provide business requirements with technical implementation details and user acceptance criteria to technology teams for production deployment, and validate implementation using independently developed benchmark models.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, including assumptions and limitations, on an ongoing basis for reporting to the various model monitoring governance committees.Investigate and remediate modeling issues identified through ongoing monitoring or by internal validation.Re-assessment and testing of models, including assumptions and limitations and benchmarking against alternative models, and documentation of the results in models whitepapers and annual assessments for review by internal validation.What do you need to succeed? Must-have Experience in financial risk management and quantitative modeling, preferably within market risk.Strong analytical and problem solving skillsExcellent computer programming skills (e.g. Python, MatLab)Strong data analysis skills (e.g. SQL and Excel)Strong communication skills, both written and verbal, especially in the explanation of complex modeling concepts to senior management and regulatorsNice-to-have Masters in Financial Engineering, Mathematical Finance, or equivalent. Alternatively, a degree in a quantitative discipline such as physics, mathematics, statistics or engineering.Knowledge of regulatory requirements for capitalization of market risk an assetProfessional certification, such as Financial Risk Manager or Chartered Financial AnalystWhat’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.A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensationLeaders who support your development through coaching and managing opportunities Work in a dynamic, collaborative, progressive, and high-performing teamOpportunities to do challenging workFlexible work/life balance optionsJob SkillsCommunication, Decision Making, Economic Analysis, Financial Instruments, Group Problem Solving, Investment Risk Management, Market Analysis, Market Risk, Risk ManagementAdditional Job DetailsAddress:ROYAL BANK PLAZA, 200 BAY ST:TORONTOCity:TorontoCountry:CanadaWork hours/week:37.5Employment Type:Full timePlatform:GROUP RISK MANAGEMENTJob Type:RegularPay Type:SalariedPosted Date:2025-11-20Application Deadline:2025-12-06Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date aboveInclusion and Equal Opportunity EmploymentAt RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.Join our Talent CommunityStay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com.
