The Associate Director is responsible for methodologies related to market risk. This includes model specification, implementation, performance monitoring, documenting and presenting of these methodologies.

CA$130,000.00 yearly

Full-time

What will you do?

Develop, implement, document, maintain and monitor methodologies for market risk and CCR across various asset classes (includes fixed income, interest rate derivatives, equity, and foreign exchange). This includes, but not limited to VaR / SVaR / Stress P&L; calculations.

Work with Local and Enterprise Market Risk teams, Risk IT and Enterprise IT to implement end-to-end solution for projects.

Present methodology proposal and analytical impacts to senior management committee member for approval or sharing information.

What do you need to succeed?

2+ years of working experience in quantitative analytics, such as derivative pricing, market risk models or CCR models

Master’s in Financial, Engineering, Statistics/Mathematics/Physics or equivalent. PhD in Finance, Engineering, Applied Sciences or Economics is a plus.

Strong programming experience in Python/C++/C# and SQL.

Strong communication skills in oral and written formats.

Team players to collaborate and innovate.

Self-motivated with a high level of analytical capabilities and attention to detail.

Eager to learn.

Nice-to-have

Experience in a similar role

What’s in it for you?

A comprehensive Total Rewards Program including bonuses and flexible benefits and competitive compensation.

Leaders who support your development through coaching and managing opportunities.





Ability to make a difference and lasting impact.

Flexible work/life balance options.

Work in a dynamic, collaborative, progressive, and high-performing team.

Opportunities to do challenging work.

Job Skills Client Counseling, Competitive Markets, Critical Thinking, Financial Instruments, Financial Regulation, Investment Risk Management, Long Term Planning, Pricing Models, Quantitative Methods, Risk Management, Risk Management Analysis

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:

2026-08-11

Application Deadline:

2026-08-25

Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

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 prospect for all.

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📌 Director, Client and Climate Analytics Reporting (Winnipeg)
🏢 0000050007 Royal Bank of Canada
📍 Winnipeg