2027 Winter - GRM, Quantitative Risk Intern (4 Months)
RBC (early talent) — TORONTO, Ontario, Canada
Posted 2026-08-27
Job Description What is the opportunity? As a Quantitative Risk Intern, you will support the analysis and development of quantitative models used in internal risk management and regulatory capital reporting, leveraging AI and advanced analytical tools to enhance efficiency. In this role, you will assist with capital markets trading and investment portfolios across different asset classes. This includes collaborating with the business and risk teams to support risk scenario design and data quality control, which facilitates the bank's effective risk management and governance on market and counterparty credit risk model usage. What will you do? Work with model users to evaluate and develop market data and scenario generation methodologies for critical risk factors, balancing business enablement with adherence to data and risk management governance standards. Evaluate model performance tracking metrics, identify optimization opportunities, and develop comparable benchmarking analyses to drive continuous improvement. Support the development and automation of risk analysis infrastructure, standardizing processes and tools to enhance efficiency and consistency. Drive continuous improveme