Associate Director, Enterprise Market Risk Regulatory Capital Reporting & Analysis
Top Benefits
About the role
Job Description What is the opportunity? The role of Associate Director, Enterprise Market Risk Regulatory Capital Reporting & Analysis is to ensure that all market risk regulatory capital reporting is provided to all stakeholders in a timely and accurate manner, with commensurate analytical insight and appropriate communication. The Associate Director will assist the Director, EMR Regulatory Capital Risk & Reporting by translating senior management’s requirements into clear and concise reports, ensuring an efficient reporting process that improves upon and leverages the current infrastructure. The Associate Director will ensure that the requisite inputs for complete and accurate reporting will be available for reporting periods by working closely with the Market Risk Reporting & Analysis team, the Global Risk Analytics team and the various Local Market Risk teams that contribute to the complete reporting data set. This is a key position for linking the current market environment to trading risks faced by RBC. What will you do? Provide timely accurate and complete market risk regulatory and economic capital reporting and analysis, owning the end to end processes that facilitate this reporting stream. Understand, analyze and communicate the drivers, trends and dependencies of the market risk regulatory and economic capital charges for RBC (and key sub-portfolios) and provide context therein with respect to changes in the market risk profile of the business Maintain a thorough understanding of the methodologies used for FRTB Standardized Approach (SA) capital computations including Sensitivities Based (SBA), Default Risk (DRC), and Residual Risk (RRAO) charges Compare and contrast FRTB SA Capital variance and drivers against current Business as Usual (BAU) internal risk metrics (VaR, SVaR, Stress, sensitivities) Ensure that market risks are aggregated appropriately and accurately across asset classes, metrics, and business lines Manage the initiatives around the build-out of the team’s frequency and scope of regulatory capital reporting by responding to ad hoc requests from senior members of GRM / business heads / Finance / Corporate Treasury and other departments / committees, providing analysis of proposed new business initiatives with regards to regulatory capital representation and ensuring oversight of the reporting framework, driving change and enhancements for improved controls, centralization and automation where feasible, ensuring alignment with current strategic initiatives Provide a consistent and unified framework for reporting and analyzing trading book market risk regulatory capital across the bank Participate in other ad hoc analysis around RBC’s market risk exposures. This includes longer-term trend analysis of historical risk results / concentration, forward-looking analysis of the impacts of new initiatives or regulatory changes (such as Quantitative Impact Studies and Complete Self Assessment Programs for the assessment of our Regulatory Capital measurement implementation. What do you need to succeed? Must-have 3+ years of experience in front office trading or trading risk management roles Good understanding of financial markets and trading businesses, both exchange traded and over the counter markets Thorough knowledge of traded products including derivatives and their associated risks Good understanding of the bank and broker-dealer regulatory environment Working knowledge of trading book capital requirements Excellent knowledge of MS Excel and exposure to MS Access and other database programs Strong knowledge of programming languages, preferably Visual Basic and python Excellent communication skills Nice-to-have MBA, MA or MS or equivalent with emphasis in finance, economics or a quantitative discipline CFA, CA or other related professional qualifications What’s in it for you? We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual. A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable Leaders who support your development through coaching and managing opportunities Ability to make a difference and lasting impact Work in an agile, collaborative, progressive, and high-performing team The opportunity to interface with senior level executives from many different parts of the organization Job Skills Decision Making, Financial Instruments, Group Problem Solving, Market Risk, Performance Management (PM), Resource Coordination, Risk Management, Waterfall Model Additional Job Details Address: ROYAL BANK PLAZA, 200 BAY ST:TORONTO City: Toronto Country: Canada Work hours/week: 37.5 Employment Type: Full time Platform: GROUP RISK MANAGEMENT Job Type: Regular Pay Type: Salaried Posted Date: 2026-07-16 Application Deadline: 2026-07-31 Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above Our Employment Opportunities 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. Join our Talent Community
Stay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.
Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com. RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.
About RBCx
Backer of Canada’s most daring innovators and idea generators. We power bold. #RBCxPowersBold / Nous nous faisons les alliés des innovateurs et des générateurs d’idées les plus audacieux du Canada. Nous propulsons les idées audacieuses. #RBCxPropulsedesIdéesAudacieuses
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Associate Director, Enterprise Market Risk Regulatory Capital Reporting & Analysis
Top Benefits
About the role
Job Description What is the opportunity? The role of Associate Director, Enterprise Market Risk Regulatory Capital Reporting & Analysis is to ensure that all market risk regulatory capital reporting is provided to all stakeholders in a timely and accurate manner, with commensurate analytical insight and appropriate communication. The Associate Director will assist the Director, EMR Regulatory Capital Risk & Reporting by translating senior management’s requirements into clear and concise reports, ensuring an efficient reporting process that improves upon and leverages the current infrastructure. The Associate Director will ensure that the requisite inputs for complete and accurate reporting will be available for reporting periods by working closely with the Market Risk Reporting & Analysis team, the Global Risk Analytics team and the various Local Market Risk teams that contribute to the complete reporting data set. This is a key position for linking the current market environment to trading risks faced by RBC. What will you do? Provide timely accurate and complete market risk regulatory and economic capital reporting and analysis, owning the end to end processes that facilitate this reporting stream. Understand, analyze and communicate the drivers, trends and dependencies of the market risk regulatory and economic capital charges for RBC (and key sub-portfolios) and provide context therein with respect to changes in the market risk profile of the business Maintain a thorough understanding of the methodologies used for FRTB Standardized Approach (SA) capital computations including Sensitivities Based (SBA), Default Risk (DRC), and Residual Risk (RRAO) charges Compare and contrast FRTB SA Capital variance and drivers against current Business as Usual (BAU) internal risk metrics (VaR, SVaR, Stress, sensitivities) Ensure that market risks are aggregated appropriately and accurately across asset classes, metrics, and business lines Manage the initiatives around the build-out of the team’s frequency and scope of regulatory capital reporting by responding to ad hoc requests from senior members of GRM / business heads / Finance / Corporate Treasury and other departments / committees, providing analysis of proposed new business initiatives with regards to regulatory capital representation and ensuring oversight of the reporting framework, driving change and enhancements for improved controls, centralization and automation where feasible, ensuring alignment with current strategic initiatives Provide a consistent and unified framework for reporting and analyzing trading book market risk regulatory capital across the bank Participate in other ad hoc analysis around RBC’s market risk exposures. This includes longer-term trend analysis of historical risk results / concentration, forward-looking analysis of the impacts of new initiatives or regulatory changes (such as Quantitative Impact Studies and Complete Self Assessment Programs for the assessment of our Regulatory Capital measurement implementation. What do you need to succeed? Must-have 3+ years of experience in front office trading or trading risk management roles Good understanding of financial markets and trading businesses, both exchange traded and over the counter markets Thorough knowledge of traded products including derivatives and their associated risks Good understanding of the bank and broker-dealer regulatory environment Working knowledge of trading book capital requirements Excellent knowledge of MS Excel and exposure to MS Access and other database programs Strong knowledge of programming languages, preferably Visual Basic and python Excellent communication skills Nice-to-have MBA, MA or MS or equivalent with emphasis in finance, economics or a quantitative discipline CFA, CA or other related professional qualifications What’s in it for you? We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual. A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable Leaders who support your development through coaching and managing opportunities Ability to make a difference and lasting impact Work in an agile, collaborative, progressive, and high-performing team The opportunity to interface with senior level executives from many different parts of the organization Job Skills Decision Making, Financial Instruments, Group Problem Solving, Market Risk, Performance Management (PM), Resource Coordination, Risk Management, Waterfall Model Additional Job Details Address: ROYAL BANK PLAZA, 200 BAY ST:TORONTO City: Toronto Country: Canada Work hours/week: 37.5 Employment Type: Full time Platform: GROUP RISK MANAGEMENT Job Type: Regular Pay Type: Salaried Posted Date: 2026-07-16 Application Deadline: 2026-07-31 Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above Our Employment Opportunities 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. Join our Talent Community
Stay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.
Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com. RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.
About RBCx
Backer of Canada’s most daring innovators and idea generators. We power bold. #RBCxPowersBold / Nous nous faisons les alliés des innovateurs et des générateurs d’idées les plus audacieux du Canada. Nous propulsons les idées audacieuses. #RBCxPropulsedesIdéesAudacieuses