Associate Director Global Risk Management Group

RBC Capital Markets, LLC • New York, NY • 2h ago

Associate Director in Global Risk Management Group, Royal Bank of Canada (US), New York, NY: Prepare and oversee risk reporting to identify and evaluate major business risks, ensuring alignment with RBC risk tolerance and objectives. Ensure accurate calculation, tracking, and reporting of credit risk and collateral exposures for the Global Central Funding Group (CFG) Security Finance businesses. Continuously review trading strategies and products to maintain compliance with risk standards. Monitor portfolio changes daily and communicate any abnormal risks or new strategies to senior management. Provide oversight for counterparty credit risk related to structured asset collateral and develop expertise in designated asset classes. Design and present risk assessments of high-risk portfolios to senior management as needed. Analyze trends in risk and exposure within the structured asset collateral portfolio and facilitate management approval for outside limits requests. Enhance the Global Risk Management-Counterparty Credit Risk platform through coding and data visualization improvements. Coach and guide junior team members in their daily activities and project management. Telecommuting permitted up to 1 day per week. Full time employment, Monday Friday, 40 hours per week, $188,178.00 per year. MINIMUM REQUIREMENTS: Must have a Bachelors degree in Financial Engineering, Science, Mathematics, Statistics or a related field and 4 years of work experience in a credit, market, or counterparty credit risk role. Must have 4 years of experience in: Value at Risk (VaR) and stress testing methodologies, using macroeconomic and specific factors affecting asset prices. Python programming for financial modeling and data analysis. Credit or market Limit calibration. Value-at-Risk measurement and back-testing. Stress testing and scenario analysis. Sensitivity analysis and profit/loss decomposition. Must have 2 years of experience in: Pricing fixed income securities, Repo/Reverse Repo, assessing their risk factors, including VaR and stress testing. SQL programming, Tableau, Bloomberg, Intex, and Polypath for data analysis and visualization. Must have 1 years of experience in Pricing and market analysis of: Commercial Mortgage-Backed Security (CMBS), Asset-Backed Security (ABS), Residential Mortgage-Back Security (RMBS), Collateralized Loan Obligation (CLO), Whole-Loan, Agency Whole-Loan, and fixed income securities, including equities and their risk factors. International travel required up to 5%. Domestic travel required up to 5%. TO APPLY: Visit rbc.com under careers and search for Requisition ID [# R-0000180781], and click Apply.

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