As part of the Group Risk Management (GRM) team, the Manager, Enterprise Market Risk Reporting & Analysis will ensure that all market risk exposures and any material changes are provided to stakeholders in a timely and accurate manner, with commensurate analytical insight and its appropriate communication. You assist the Director and Senior Manager, Enterprise Market Risk Reporting & Analysis by analyzing and confirming the drivers for various trading portfolios, compiling the daily/weekly reports, performing the daily backtest, improving the existing reporting infrastructure and carrying out ad-hoc requests from senior management. Provide timely accurate and complete market risk reporting and analysis, owning the end-to-end processes that facilitate this reporting stream Understand, analyze and communicate the drivers, trends and for RBC (and key sub-portfolios) and provide context therein with respect to changes in the market risk profile of the business.

Perform daily reconciliation between EMR and local market risk team Maintain a thorough understanding of the methodologies used for Value at Risk (VaR), Stress VaR, Specific Risk (SR), Stress Test scenario Generate trends and reports daily for senior management, and communicate key/material changes to all stakeholders Participate in other ad hoc analysis around RBC’s market risk exposures, including longer-term trend analysis of historical risk results / concentrations Maintain the database for historical trend analysis 1-3 years of experience in trading or trading risk management roles ~ MBA, MA or MS or equivalent with emphasis in finance,



economics or a quantitative discipline ~ Thorough knowledge of traded products including derivatives and their associated risks ~ Excellent knowledge of Tableau, MS Excel and exposure to MS Access and other database programs (SQL) ~ Solid knowledge of programming languages, preferably Python CFA, CA, FRM or other related professional qualifications Familiar with VaR and Stress Testing Good understanding of financial markets and trading businesses, both exchange traded and over the counter markets 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 Leaders who support your development through coaching and managing opportunities Flexible work/life balance options Communication, Decision Making, Economic Analysis, Financial Instruments, Group Problem Solving, Investment Risk Management, Market Analysis, Market Risk, Risk Management ROYAL BANK PLAZA, 200 BAY ST:TORONTO Employment Type: Full time GROUP RISK MANAGEMENT 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. #

📌 Manager, Enterprise Market Risk Reporting & Analysis (Toronto)
🏢 RBC
📍 Toronto