Shape market risk methodologies at RBC as an Associate Director in Global Risk Analytics. Drive innovation and enhance model performance in a dynamic team environment.
This role in the GRA Market Risk Analytics team requires a leader to develop methodologies across various asset classes, including fixed income and equity. Collaborate with Local and Enterprise Market Risk teams, presenting your proposals to senior management. A strong foundation in quantitative analytics and proficient programming skills in Python or C++ are vital for success.
Key Responsibilities:
• Develop market risk and CCR methodologies across asset classes
• Implement comprehensive risk solutions with market teams
• Monitor methodology performance and documentation
• Present detailed analytics proposals to management
• Collaborate with IT to improve risk systems
Requirements:
• Over 2 years of experience in quantitative analytics or market risk
• Master’s degree required; PhD preferre...