What is the opportunity?

The Associate Director is responsible for methodologies related to market risk. This includes model specification, implementation, performance monitoring, documenting and presenting of these methodologies.

Overview

GRA (Global Risk Analytics) Market Risk Analytics team has primary responsibility for risk methodologies related to the measurement of market risk for RBC trading business and selected investment portfolios. This includes leading the methodology specifications, prototype implementation, as well as performance monitoring and maintenance of these methodologies. The team is also responsible for market data and scenarios services to various risk systems.

What will you do?

• Develop, implement, document, maintain and monitor methodologies for market risk and CCR across various asset classes (fixed income, interest rate derivatives, equity, and foreign exchange). This includes,...