Risk Manager, CCR Capital

RBC • Toronto, ON

1d • Onsite

About The Position

The Risk Manager, CCR Capital role involves close involvement in the execution of month-end regulatory capital processes. This position will design and produce related reporting and analysis to inform key business stakeholders of risk drivers and changes, including the impact of regulatory transitions, with the use of AI tools. The role will also build tools, leveraging AI capabilities, to enhance capital analytics, support capital sizing, and automate reporting processes. A key responsibility is to ensure new business initiatives are captured appropriately in SA-CCR and SFT Exposure at Default (EAD) and regulatory capital calculations. The Risk Manager will act as a key stakeholder in the planning and prioritization of related regulatory updates to ensure the success of capital model enhancements. Collaboration with various RBC front office businesses, Global Risk Analytics, Market Risk, Risk IT, and Finance is essential to ensure counterparty credit risk capital is complete and accurate.

Requirements

• Business Data Analysis
• Credit Analysis
• Critical Thinking
• Database Queries
• Data Visualization
• Decision Making
• Quantitative Methods
• Risk Management

Responsibilities

• Be closely involved in the execution of month-end regulatory capital processes
• Design and produce related reporting and analysis to inform key business stakeholders of risk drivers and changes with use of AI tools, as well as the impact of regulatory transitions
• Build tools including leveraging AI capabilities to enhance capital analytics, support capital sizing and automate reporting processes
• Ensure new business initiatives are captured appropriately in SA-CCR and SFT Exposure at Default (EAD) and regulatory capital calculations
• Act as key stakeholder in the planning and prioritization of related regulatory updates to ensure the success of capital model enhancements
• Work with various RBC front office businesses, Global Risk Analytics, Market Risk, Risk IT, and Finance to ensure counterparty credit risk capital is complete and accurate

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: No Education Listed