Associate Director, Market Risk Governance and Controls
RBC — New York, New York, United States of America
Posted 2026-10-14
Job Description What is the Opportunity? The 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. The individual will architect end-to-end production of critical US IHC regulatory submission including the FFIEC 102 (weekly FRTB capital reporting), FR Y-9C Risk-to-Finance reconciliations, and CCAR Market RWA projections for FRY-14A. This high-impact role offers ownership over establishing automated reporting workflows, partnering with IT on system implementations and data pipeline enhancements, and driving strategic initiatives such as FRTB calculator improvements and IMA vs. SA approach analysis. 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. What will you 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;