Associate Director, Global Risk Analytics
RBC — TORONTO, Ontario, Canada
Posted 2026-10-23
Job Description What is the Opportunity? As part of the Group Risk Management team, the Associate Director, Global Risk Analytics is responsible for the conceptual design, development, and ongoing maintenance of the mathematical models used for the measurement and capitalization of the market risk of RBC's trading portfolio. This includes ensuring that the model's underlying methodologies are appropriate and that they are implemented with integrity, to facilitate the effective management of the bank's market risk and capital adequacy assessment for CCAR scenarios under the FRTB framework. What will you do? Work with model users to understand their business requirements. Conduct research, review regulatory requirements and consult with industry stakeholders to evaluate best practices for modeling. Make recommendations on model methodologies, and develop technical implementation, either for production usage or to serve as a prototype for benchmark testing. Provide business requirements with technical implementation details and user acceptance criteria to technology teams for production deployment, and validate implementation using independently developed benchmark models. Document mo