Manager, Enterprise Market Risk Reporting & Analysis
RBC — TORONTO, Ontario, Canada
Posted 2026-08-18
Job Description What is the opportunity? As part of the Group Risk Management (GRM) team, the Manager, Enterprise Market Risk Reporting & Analysis will ensure that all market risk exposures and any material changes are provided to stakeholders in a timely and accurate manner, with commensurate analytical insight and its appropriate communication. You assist the Director and Senior Manager, Enterprise Market Risk Reporting & Analysis by analyzing and confirming the drivers for various trading portfolios, compiling the daily/weekly reports, performing the daily backtest, improving the existing reporting infrastructure and carrying out ad-hoc requests from senior management. What will you do? Provide timely accurate and complete market risk reporting and analysis, owning the end-to-end processes that facilitate this reporting stream Understand, analyze and communicate the drivers, trends and for RBC (and key sub-portfolios) and provide context therein with respect to changes in the market risk profile of the business. Perform daily reconciliation between EMR and local market risk team Maintain a thorough understanding of the methodologies used for Value at Risk (VaR), Stress VaR, Spec