The role involves preparing and improving risk reporting to identify and evaluate major business risks in line with RBC risk tolerance and objectives
Job Summary
The role involves preparing and improving risk reporting to identify and evaluate major business risks in line with RBC risk tolerance and objectives.
The position requires continuous review of trading strategies and products, ensuring proper risk controls and timely escalation of credit risk exposures.
The compensation package includes a base salary of $191,000 per year along with discretionary bonuses and comprehensive benefits including 401(k) matching and insurance plans.
Matching Summary
The role involves preparing and improving risk reporting to identify and evaluate major business risks in line with RBC risk tolerance and objectives.
Salary
Base: $191,000 per year; Bonus/Equity: Discretionary bonus; Benefits: 401(k) matching, health, dental, vision, life and disability insurance, paid time-off
Skills & Requirements
Must-have
Counterparty credit risk analysis
Python and SQL programming
Stress testing and scenario analysis
Fixed Income product pricing
Risk reporting and escalation
Value-at-Risk measurement and back-testing
Nice-to-have
Critical thinking and decision making
Data visualization and business data analysis
Long term planning and operational delivery
Quantitative methods expertise
Collaborative cross-functional coordination
Key Requirements
Master’s degree in Financial Engineering, Finance, Mathematics, Business Administration or related field
Minimum 3 years experience in credit, market or counterparty credit risk
3 years experience with Python and SQL
2 years experience in Value-at-Risk measurement and back-testing
Experience with Fixed Income products pricing and liquidity
Experience with Structured Asset Collateral pricing