What is the opportunity?
The role of Associate Director, Enterprise Market Risk Regulatory Capital Reporting & Analysis is to ensure that all market risk regulatory capital reporting is provided to all stakeholders in a timely and accurate manner, with commensurate analytical insight and appropriate communication. The Associate Director will assist the Director, EMR Regulatory Capital Risk & Reporting by translating senior management’s requirements into transparent and concise reports, ensuring an productive reporting process that improves upon and leverages the current infrastructure.

Job Description
What is the opportunity?
The role of Associate Director, Enterprise Market Risk Regulatory Capital Reporting & Analysis is to ensure that all market risk regulatory capital reporting is provided to all stakeholders in a timely and accurate manner, with commensurate analytical insight and appropriate communication. The Associate Director will assist the Director, EMR Regulatory Capital Risk & Reporting by translating senior management’s requirements into transparent and concise reports, ensuring an efficient reporting process that improves upon and leverages the current infrastructure.

The Associate Director will ensure that the requisite inputs for complete and accurate reporting will be available for reporting periods by working closely with the Market Risk Reporting & Analysis team, the Global Risk Analytics team and the various Local Market Risk teams that contribute to the complete reporting data set.

This is a key position for linking the current market environment to trading risks faced by RBC.

What will you do?

Provide timely accurate and complete market risk regulatory and economic capital reporting and analysis, owning the end to end processes that facilitate this reporting stream.

Understand, analyze and communicate the drivers, trends and dependencies of the market risk regulatory and economic capital charges for RBC (and key sub-portfolios) and provide context therein with respect to changes in the market risk profile of the business

Maintain a thorough understanding of the methodologies used for FRTB Standardized Approach (SA) capital computations including Sensitivities Based (SBA), Default Risk (DRC), and Residual Risk (RRAO) charges





Compare and contrast FRTB SA Capital variance and drivers against current Business as Usual (BAU) internal risk metrics (VaR, SVaR, Stress, sensitivities)

Ensure that market risks are aggregated appropriately and accurately across asset classes, metrics, and business lines

Manage the initiatives around the build-out of the team’s frequency and scope of regulatory capital reporting by responding to ad hoc requests from senior members of GRM / business heads / Finance / Corporate Treasury and other departments / committees, providing analysis of proposed new business initiatives with regards to regulatory capital representation and ensuring oversight of the reporting framework, driving change and enhancements for improved controls, centralization and automation where feasible, ensuring alignment with current strategic initiatives

Provide a consistent and unified framework for reporting and analyzing trading book market risk regulatory capital across the bank

Participate in other ad hoc analysis around RBC’s market risk exposures. This includes longer-term trend analysis of historical risk results / concentration, forward-looking analysis of the impacts of new initiatives or regulatory changes (such as Quantitative Impact Studies and Complete Self Assessment Programs for the assessment of our Regulatory Capital measurement implementation.

What do you need to succeed?
Must-have

3+ years of experience in front office trading or trading risk management roles

Good understanding of financial markets and trading businesses, both exchange traded and over the counter markets

Thorough knowledge of traded products including derivatives and their associated risks

Good understanding of the bank and broker-dealer regulatory environment

Working knowledge of trading book capital requirements

Excellent knowledge of MS Excel and exposure to MS Access and other database programs

Strong knowledge of programming languages, preferably Visual Basic and python

Excellent communication skills

Nice-to-have

MBA,



MA or MS or equivalent with emphasis in finance, economics or a quantitative discipline

CFA, CA or other related professional qualifications

What’s in it for you?
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, commissions, and stock where applicable

Leaders who support your development through coaching and managing opportunities

Ability to make a difference and lasting impact

Work in an agile, collaborative, progressive, and high-performing team

The opportunity to interface with senior level executives from many different parts of the organization

Job Skills
Decision Making, Financial Instruments, Group Problem Solving, Market Risk, Performance Management (PM), Resource Coordination, Risk Management, Waterfall Model

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:
2026-07-16

Application Deadline:
2026-09-05

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

Our Employment Opportunities
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 opportunity for all.

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📌 Associate Director, Enterprise Market Risk Regulatory Capital Reporting & Analysis (Ontario)
🏢 RBC
📍 Ontario