Risk Manager – CCR Capital
| Company | Royal Bank of Canada |
|---|---|
| Location | Toronto, ON, Canada |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Master’s |
| Experience Level | Mid Level, Senior |
Requirements
- Graduate degree with emphasis in risk management, finance, or a quantitative discipline.
- Strong understanding of traded products, particularly OTC derivatives products and their associated risks.
- Strong communication skills and stakeholder and relationship management capabilities.
- Self-motivated individual with strong analytical capabilities and attention to detail.
- Ability to work evening and weekends on regulatory capital measurement and reporting, as required (10% of the time).
- Excellent command of Excel, Python, and SQL experience.
Responsibilities
- Be closely involved in the execution of month-end regulatory capital processes.
- Design and produce related reporting and analysis to inform key business stakeholders of risk drivers and changes, as well as the impact of regulatory transitions.
- Build tools to enhance capital analytics, support capital sizing and automate reporting processes.
- Ensure new business initiatives are captured appropriately in SA-CCR and SFT Exposure at Default (EAD) and regulatory capital calculations.
- Act as key stakeholder in the planning and prioritization of related regulatory updates to ensure the success of capital model enhancements.
- Work with various RBC front office businesses, Global Risk Analytics, Market Risk, Risk IT, and Finance to ensure counterparty credit risk capital is complete and accurate.
Preferred Qualifications
- Relevant experience in a risk management role
- FRM, PRMIA, or CFA certification