Associate Director, Market Risk Capital (CCAR & FRTB)
RBC — New York, New York, United States of America
Posted 2026-10-07
Job Description What is the Opportunity? The Associate Director, Market Risk Capital (CCAR & FRTB) will lead the implementation and execution of Global Market Shock and Internal Market Shock stress testing processes under CCAR, as well as support the build-out of FRTB calculation and reporting capabilities for the US IHC. The role involves partnering with IT on system implementation, UAT testing, and data model enhancements, while establishing governance frameworks, covered position identification processes, and regulatory controls. The individual will develop supporting documentation, prepare materials for committee and FRB meetings, and monitor regulatory developments to support audits and examinations. Candidates should have 5+ years of investment banking experience in CCAR stress testing, FRTB, or Market Risk, with strong technical skills in Python and SQL, and excellent communication abilities. What will you do? Support the implementation and execution of the Global Market Shock (GMS) and Internal Market Shock stress testing processes under CCAR, including scenario application, results validation, and regulatory submissions – 25% Analyze enterprise FRTB build requirements and