Join RBC as a Market Risk Model Developer and drive actionable insights into investment portfolios. You'll play a key role in measuring and reporting market risk through advanced modeling techniques.
As a critical member of the RBC Insurance CIO Function, you will leverage your expertise to develop a comprehensive risk framework. This position requires a Bachelor’s degree in relevant fields and 6+ years of experience in Python-based model design, ensuring effective collaboration with portfolio managers and senior leaders. Your work will support data-driven decision making and enhance overall risk governance across the organization.
Key Responsibilities:
• Lead key risk metrics creation across all asset classes
• Integrate market risk measures into the Enterprise Risk Management framework
• Validate daily PnL reporting linked to risk metrics
• Decompose asset PnL by market risk driver
• Manage market risk reporting processes and governance
Requirements:
• Bach...