Associate Director, Market Risk Stress Testing
RBC — TORONTO, Ontario, Canada
Posted 2026-10-16
Job Description What is the opportunity? As an Associate Director, you are an integral member of the Market Risk Stress Testing team within Market and Counterparty Credit Risk (MCCR). The Market Risk Stress Testing team develops, implements, and analyzes stress scenarios across all asset classes to provide senior management, business heads, and regulators with views on market risk concentrations and capital adequacy. The team is also responsible for ensuring compliance with all regulatory stress testing requirements for market risk. In this highly visible role, you will gain broad exposure to multiple business lines, trading strategies and financial instruments through the continued development of the market risk stress testing program, with an emphasis on the design, implementation and analysis of relevant stress scenarios. What will you do? Conduct thorough analysis to ensure completeness and reasonableness of results, produce summaries of potential concentrations and trends in risk that could result in significant financial loss under adverse market conditions. Participate in the scenario design process including identifying all material market risks, appropriately calibrating s