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About the Role

Analyze and measure exposure to credit and market risk threatening the organization's assets, earning capacity, or economic state, and make recommendations to limit risk. Support GRM Technology delivery for CCAR/DFAST and CMLLC Finance reporting, including requirements gathering, documentation, development, and testing. Automate CCAR models and support BAU activities. Implement in-house CCAR solutions and support other GRM, Finance, CNB, and BG projects.

Responsibilities

Analyze and measure exposure to credit and market risk
Make recommendations to limit risk
Support all aspects of GRM Technology delivery for CCAR/DFAST, including requirements gathering, documentation, development, and testing
Automation of CCAR models such as CVA models, RWA, Operational Risk, and Market Risk
Supporting BAU activities for CCAR delivery
Implementing in house CCAR solutions, including edit checks, 14M processes, and Q&A aggregation and reporting
Support all aspects of GRM Technology delivery for CMLLC Finance reporting, including requirements, documentation, development, and testing
Support GRM Technology delivery across other GRM, Finance, CNB, and BG projects, including requirements gathering, documentation, development, and testing related to reconciliation between Finance and Risk, Finance projections (including support costs, top side adjustments, and tax), CCR reporting, and RBC Bank EUC automations

Requirements

Master’s degree in Quantitative Finance, Financial Mathematics, or a related field
2 years of related work experience
2 years of experience in Quantitative finance, including risk and modeling
2 years of experience using Python including NumPy and Pandas libraries for data cleaning, aggregation, transformation, and reporting
2 years of experience using SQL to extract, transform, and store data, and to generate datasets for reporting in conjunction with Python
2 years of experience using VBA to automate Excel and PowerPoint, including generating tables, applying formatting, and creating charts
2 years of experience in Financial products, including fixed income securities, equities, and derivatives
2 years of experience in Comprehensive Capital and Analysis Review (CCAR) processes, including periodic reporting across Available-for-sale (AFS) and Held-to-maturity (HTM) portfolios
2 years of experience in Market Risk methodologies (Simplified Supervisory Formula Approach (SSFA), Credit Transition Calculator (CTC), Value-at-risk (VaR) and SVaR), and Operational Risk

Skills

Client Counseling
Critical Thinking
Economic Analysis
Financial Derivatives
Financial Instruments
Investment Banking Analysis
Investment Risk Management
Market Risk
Quantitative Methods
Python
NumPy
Pandas
SQL
VBA
Excel
PowerPoint

Location

Jersey City, NJ

Work Type

Full time
Telecommuting permitted up to 1 day per week

Experience Level

Associate Director
2 years of related work experience

Education Level

Master’s degree in Quantitative Finance, Financial Mathematics, or a related field

Salary/Compensations

$127,358.00 per year

Benefits

401(k) program with company-matching contributions
Health, dental, vision, life and disability insurance
Paid time-off plan

About the Company

RBC’s compensation philosophy and principles recognize the importance of a highly qualified global workforce and plays a critical role in attracting, engaging and retaining talent that drives RBC’s high performance culture, enables collective achievement of our strategic goals, and generates sustainable shareholder returns and above market shareholder value.
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

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.