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Market Risk Model Developer at RBC

RBC Insurance

toronto, on, Canada Full-time June 16, 2026

Found Description

Join RBC as a Market Risk Model Developer and drive actionable insights into investment portfolios. You'll play a key role in measuring and reporting market risk through advanced modeling techniques.

As a critical member of the RBC Insurance CIO Function, you will leverage your expertise to develop a comprehensive risk framework. This position requires a Bachelor’s degree in relevant fields and 6+ years of experience in Python-based model design, ensuring effective collaboration with portfolio managers and senior leaders. Your work will support data-driven decision making and enhance overall risk governance across the organization.

Key Responsibilities: • Lead key risk metrics creation across all asset classes • Integrate market risk measures into the Enterprise Risk Management framework • Validate daily PnL reporting linked to risk metrics • Decompose asset PnL by market risk driver • Manage market risk reporting processes and governance

Requirements: • Bach...

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