Join RBC in Toronto as a Senior Manager for Banking Interest Rate Sensitivity Modeling, pivotal for shaping interest rate risk approaches. Lead model development and support strategic analytics in a multi-disciplinary team.
In this significant role, you will focus on enhancing methodologies for measuring Interest Rate Risk while ensuring effective regulatory reporting. Collaborating closely with Corporate Treasury and execution teams, you will foster automated processes and provide comprehensive insights into market impacts. Your expertise will influence the organization’s ability to manage risk dynamically through innovative model solutions.
Key Responsibilities:
• Advance methodologies for Interest Rate Risk measurement
• Spearhead automation projects for regulatory disclosures
• Analyze market data for senior management insights
• Enhance balance sheet modeling for earnings and stress testing
• Document processes and improve modeling specifications
Requirements:
• Bachelor’s degree in Business, Finance, or Mathematics
• At least 3 years in Treasury or Risk Management
• In-depth knowledge of Asset-Liability Management
• Strong written and verbal communication skills
• Database skills, particularly in SQL
Utilize your risk management strategy skills to make an impactful contribution at RBC.
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📌 Manager of Interest Rate Risk Modeling at RBC (Ontario)
🏢 RBC
📍 Ontario