Drive financial risk management at RBC as the Manager of IRRBB Compliance & Measurement. Leverage your solid understanding of interest rate risk to enhance compliance with OSFI B‑12 and BCBS 368 guidelines.
This full-time role focuses on maintaining and improving effective measurement processes for interest rate risk across RBC’s banking subsidiaries. You will engage in developing econometric models and improving comprehensive measurement of IRRBB. This position necessitates the automation of reporting processes while collaborating closely with senior treasurers to present actionable insights.
Key Responsibilities:
• Support comprehensive measurement and automation of IRRBB
• Maintain processes for transfer-pricing and client risk positions
• Develop new risk reports for Treasury committees
• Continuously evaluate and improve risk measurement methodologies
• Collaborate on forecasting and pricing model development
Requirements:
• Minimum of 2 years Treasury e...