Role OverviewThe Associate Director, Market Risk (FRTB Capital) will play a pivotal role in building and leading RBC’s market risk regulatory reporting infrastructure under the Basel 3 Endgame (B3EG) framework.
What You Will Do
Lead the design, implementation, and ongoing production of Market Risk regulatory reports under B3EG, including the FFIEC 102 and weekly FRTB capital reports and CCAR Market RWA 9-quarter projections.
Why It Might Be a Fit
The ideal candidate brings 5+ years of market risk reporting or regulatory capital experience, strong technical capabilities in Python and SQL, and a track record of delivering accurate regulatory submissions in production environments.
Requirements
- Bachelor’s degree in finance, Engineering, Mathematics, or related quantitative discipline
- 5+ years of experience in market risk management at a financial institution with hands-on involvement in regulatory reporting and FRTB implementation
- Deep understanding of market risk capital frameworks (Basel III/IV, FRTB SA/IMA approach) and associated regulatory reporting requirements
- Proven experience designing and maintaining reconciliation frameworks between risk systems and general ledger/finance platforms
- Advanced proficiency in data analysis and automation using Python, SQL, and Excel to manipulate large-scale datasets, build validation tools and streamline reporting workflows
- Hands-on experience with Business Intelligence and reporting tools (Tableau, OBI, or equivalent) and market risk systems
- Excellent written and verbal communication skills with demonstrated ability to synthesize complex regulatory and technical concepts for senior management and regulators, and cross-functional stakeholders
- Ability to manage recurring production processes under tight weekly deadlines while maintaining accuracy and completeness
- Autonomous, highly motivated, and able to work independently and collaboratively in a fast-paced environment
Benefits
- 401(k) program with company-matching contributions
- health insurance
- dental insurance
- vision insurance
- life insurance
- disability insurance
- paid-time off
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