Chance

RBC is seeking an Associate Director, Market Risk (FRTB Capital) to build and lead market risk regulatory reporting infrastructure under the Basel 3 Endgame framework. The role covers US IHC regulatory submissions, including weekly FFIEC 102 reporting, FR Y-9C Risk-to-Finance reconciliations, and CCAR Market RWA projections for FR Y-14A.

Responsibilities

- Lead the design, implementation, and production of market risk regulatory reports, automated reporting views, and dashboards.
- Partner with IT and Group Risk Analytics on FRTB Standardized Approach calculator enhancements, system implementations, data pipeline automation, and production validation.
- Build and maintain FR Y-9C reconciliation frameworks; investigate data breaks and develop automated reconciliation tools and validation checks.
- Automate controls, exception monitoring, and alerts to improve data quality and reduce manual work.
- Assess FRTB Internal Models Approach feasibility and impact by desk,



and recommend an approach based on capital benefits, backtesting, and P&L; attribution requirements.
- Maintain reporting documentation and support regulatory data collection, internal audit, RCSA, and regulatory examinations.

Qualifications

- Bachelor’s degree in finance, engineering, mathematics, or a related quantitative discipline; an advanced degree is preferred.
- At least 5 years of market risk experience at a financial institution, including regulatory reporting and FRTB implementation.
- Knowledge of Basel III/IV, FRTB SA/IMA, and regulatory reporting requirements.
- Experience with risk-to-finance reconciliations and resolving complex data breaks.
- Advanced Python, SQL, and Excel skills; experience with business intelligence and market risk systems.

Position details

Full-time, salaried position in Toronto, Ontario.

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📌 Associate Director, Market Risk (FRTB Capital) (Toronto)
🏢 Skillhub Solutions
📍 Toronto