Senior Market Risk Model Developer Role at RBC

Take on a Senior Market Risk Model Developer role at RBC to influence investment management strategies. This position focuses on creating a risk framework to measure and manage market risk efficiently.
As part of the RBC Insurance CIO Function, you will harness your expertise in Python and various asset classes to develop risk metrics and reporting protocols. The ideal candidate will possess at least 6 years of modeling experience and a strong foundation in investment analytics. Your contributions will empower data-driven decisions and ensure effective collaboration among investment and risk partners.
Key Responsibilities:
• Lead the design of key risk metrics across asset classes
• Incorporate market risk into the Enterprise Risk Management framework
• Validate and report daily PnL linked to market risk
• Decompose asset PnL for improved attribution
• Oversee governance processes for market risk reporting
Requirements:
• Bachelor's degree in computer science...