Manager, Enterprise Market Risk Reporting & Analysis

What is the opportunity?
As Manager, Enterprise Market Risk Reporting & Analysis, you ensure that all market risk exposures and any material changes are provided to all stakeholders in a timely and accurate manner, with commensurate analytical insight and its appropriate communication. You assist the Director and Senior Manager, Enterprise Market Risk Reporting & Analysis by analyzing and confirming the drivers for various trading portfolios, compiling the daily/weekly reports, performing the daily OSFI backtest, improving the existing reporting infrastructure and carrying out ad-hoc requests from senior management.

What will you do?
Provide timely accurate and complete market risk reporting and analysis, owning the end to end processes that facilitate this reporting streamUnderstand, analyze and communicate the drivers, trends and for RBC (and key sub-portfolios) and provide context therein with respect to changes in the market risk profile of the business. Perform daily reconciliation between EMR and local market risk teamMaintain a thorough understanding of the methodologies used for Value at Risk (VaR), Stress VaR, Specific Risk (SR), Stress Test scenarioGenerate trends and reports daily for senior management, and communicate key/material changes to all stakeholdersParticipate in other ad hoc analysis around RBC’s market risk exposures, including longer-term trend analysis of historical risk results / concentrationsPerform daily backtesting, generate weekly Operating Committee report, and quarterly trend analysis reportMaintain the database for historical trend analysis
What do you need to succeed?

2+ years of experience in trading or trading risk management rolesMBA, MA or MS or equivalent with emphasis in finance, economics or a quantitative discipline.Thorough knowledge of traded products including derivatives and their associated risks.Excellent knowledge of MS Excel and other database programs.Strong knowledge of programming languages, preferably Python.
CFA, CA, FRM or other related professional qualificationsFamiliar with VaR and Stress TestingGood understanding of financial markets and trading businesses, both exchange traded and over the counter markets
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.
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 team Opportunities to do challenging workFlexible work/life balance options

About RBC
Royal Bank of Canada is Canada’s largest bank, and one of the largest banks in the world, based on market capitalization. We are one of North America’s leading diversified financial services companies, and provide personal and commercial banking, wealth management, insurance, investor services and capital markets products and services on a global basis. We have over 80,000 full- and part-time employees who serve more than 16 million personal, business, public sector and institutional clients through offices in Canada, the U.S. and 37 other countries. For more information, please visit

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Inclusion and Equal Opportunity Employment
RBC is an equal opportunity employer committed to diversity and inclusion. We are pleased to consider all qualified applicants for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, protected veterans status, Aboriginal/Native American status or any other legally-protected factors. Disability-related accommodations during the application process are available upon request.

City: Toronto
Address: 200 Bay Street
Work Hours/Week: 37.5
Work Environment: Office
Employment Type: Permanent
Career Level: Experienced Hire/Professional
Pay Type: Salary + Variable Bonus
Required Travel (%): 0
Exempt/Non-Exempt: N/A
People Manager: No
Application Deadline: 04/09/2021
Req ID: 338737
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