Lead market risk methodologies at RBC as the Associate Director for Global Risk Analytics. Drive innovation in model performance, implementation, and analysis in a energetic team setting.

Join the GRA Market Risk Analytics team to develop and monitor methodologies for market risk across various asset classes, including fixed income, equity, and foreign exchange. You will collaborate with Local and Enterprise Market Risk teams and present detailed methodology proposals to senior management. This role demands a solid foundation in quantitative analytics and solid programming skills in Python or C++.

Key Responsibilities

• Develop methodologies for market risk and CCR across asset classes
• Implement end-to-end risk solutions in collaboration with market teams
• Monitor and document performance of methodologies
• Present analytics proposals to senior management committees
• Collaborate with IT teams to enhance risk systems
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