Royal Bank of Canada

Toronto, ON Full time Salary not specified

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.

Full-time, salaried position in Toronto, Ontario. Applications are accepted until 11:59 p.m. on the day before the stated October 24, 2026 application deadline.

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