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About the Role

The Market & Counterparty Credit Risk (MCCR) group is responsible for defining and implementing an effective risk framework and governance structure. This role specifically contributes to the governance and execution of CCAR Global Market Shock (GMS) / Internal Market Shock (IMS) components, including Counterparty Default Loss, CVA, Trading MtM, and IDR.

Responsibilities

• Execute the build-out of GMS stress testing capabilities for the US IHC, including scenario application, loss calculation, and results production, with deep involvement in the underlying technical implementation.
• Design, develop, and maintain data feeds and data pipelines supporting the GMS stress testing process, including sourcing, transformation, validation, and reconciliation of inputs across asset classes.
• Identify and implement infrastructure enhancements to the GMS calculation environment, including tooling improvements, process automation, and UI development to reduce manual intervention and increase scalability.
• Partner with IT to define technical requirements, perform UAT, and validate system changes; troubleshoot data quality issues and drive resolution across upstream and downstream systems.
• Support the development and maintenance of governance documentation, including methodology papers, system lineage diagrams, and process flows required for regulatory compliance and audit readiness.
• Contribute to the preparation of materials for FRB engagements, senior management, and internal risk committees; support regulatory examinations and internal audits as required.

Requirements

• Bachelor's degree in Finance, Engineering, Computer Science, or a quantitative field; advanced degree preferred.
• 5–7 years of experience at an investment bank in CCAR stress testing, Market Risk Capital, or a quantitative/technology function with direct exposure to regulatory capital processes.
• Strong working knowledge of GMS and IMS stress testing methodologies, including scenario construction, position identification, and loss aggregation.
• Advanced proficiency in Python and SQL, with demonstrated experience building and maintaining data pipelines, automation tools, and analytical frameworks in a production environment.
• Hands-on experience with data feed onboarding and data infrastructure development, including sourcing and transforming risk and position data across multiple asset classes.
• Familiarity with market risk platforms and BI tools (Tableau, OBI); experience working within complex, multi-system technology environments.
• Understanding of financial products across rates, credit, equity, and their representation in risk and stress testing systems.
• Strong analytical and problem-solving skills, with a rigorous approach to data quality, results validation, and process controls.
• Clear written and verbal communication skills, with the ability to document technical processes and present findings to senior stakeholders.
• Autonomous and detail-oriented; comfortable operating in a fast-paced build environment with evolving requirements and regulatory deadlines.

Skills

• Decision Making
• Financial Instruments
• Group Problem Solving
• Market Risk
• Performance Management (PM)
• Resource Coordination
• Risk Management
• Waterfall Model
• Python
• SQL
• Tableau
• OBI

Location

• New York

Work Type

• Full time
• Salaried

Experience Level

• 5-7 years

Education Level

• Bachelor's degree in Finance, Engineering, Computer Science, or a quantitative field
• Advanced degree preferred

Salary/Compensations

• $120,000-$200,000

Benefits

• 401(k) program with company-matching contributions
• Health insurance
• Dental insurance
• Vision insurance
• Life insurance
• Disability insurance
• Paid-time off

About the Company

• At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One RBC.
• We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world.
• Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities.
• RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

Equal Opportunity

• RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.