Rbc
Financial Services
AssociateDirector,GlobalRiskAnalytics
Neural analysis suggests this role is
optimal for Mid candidates.
“Associate Director, Global Risk Analytics at Rbc. Skills: market risk methodologies, CCR methodologies, quantitative analytics. Develop, implement, document, maintain and monitor methodologies for market risk and CCR across various asset classes (includes fixed income, interest rate derivatives, equity, and foreign exchange).. This includes, but not limited to VaR / SVaR / Stress P&L calculations.”
What You'll Achieve.
trusted advice to help our clients thrive and communities prosper; making a difference to our communities; achieving success that is mutual; Ability to make a difference and lasting impact.
Industry & Context.
analytical capabilities; Critical Thinking
What They're Looking For.
Must Have
2+ years of working experience in quantitative analytics, such as derivative pricing, market risk models or CCR models, Master’s in Financial, Engineering, Statistics/Mathematics/Physics or equivalent, programming experience in Python/C++/C# and SQL, communication skills in oral and written formats, Team players to collaborate and innovate, Self-motivated with a high level of analytical capabilities and attention to detail, Eager to learn
Nice to Have
PhD in Finance, Engineering, Applied Sciences or Economics, Experience in a similar role
What You'll Do.
maintain and monitor methodologies for market risk and CCR across various asset classes (includes fixed income
interest rate derivatives
and foreign exchange).
but not limited to VaR / SVaR / Stress P&L calculations.
Work with Local and Enterprise Market Risk teams
Risk IT and Enterprise IT to implement end-to-end solution for projects.
Present methodology proposal and analytical impacts to senior management committee member for approval or sharing information.
How You'll Work.
Team & Collaboration
Work with Local and Enterprise Market Risk teams, Risk IT and Enterprise IT to implement end-to-end solution for projects.; Team players to collaborate and innovate.; working together to deliver trusted advice; working together as One RBC; effectively collaborate
Communication Scope
communication skills in oral and written formats; Present methodology proposal and analytical impacts to senior management committee member for approval or sharing information.
Full Job Description
**_Job Description_** **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. 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 (includes fixed income, interest rate derivatives, equity, and foreign exchange). This includes, but not limited to VaR / SVaR / Stress P&L calculations. * Work with Local and Enterprise Market Risk teams, Risk IT and Enterprise IT to implement end-to-end solution for projects. * Present methodology proposal and analytical impacts to senior management committee member for approval or sharing information. **What do you need to succeed?** **Must-have** * 2+ years of working experience in quantitative analytics, such as derivative pricing, market risk models or CCR models * Master’s in Financial, Engineering, Statistics/Mathematics/Physics or equivalent. PhD in Finance, Engineering, Applied Sciences or Economics is a plus. * Strong programming experience in Python/C++/C# and SQL. * Strong communication skills in oral and written formats. * Team players to collaborate and innovate. * Self-motivated with a high level of analytical capabilities and attention to detail. * Eager to learn. **Nice-to-have** * Experience in a similar role **What’s in it for you?** We thrive on the challenge to be our best, progressive thinking to keep grow
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