Lead commodity market risk oversight at RBC in Toronto, applying stress testing and sensitivity analysis within Group Risk Management. This full-time role supports risk decisions.
As Associate Director, you will monitor Commodities exposures, evaluate trading strategies, and maintain approved instruments, products, metrics, and limits. The position requires trade floor market risk experience, strong analytical judgment, and effective communication. You will provide senior management with actionable insights while partnering with trading teams on risk issues and controls.

Key Responsibilities

Monitor commodity risk profiles, portfolios, and changing market conditionsDefine approved tradable instruments and products within risk appetiteDesign metrics using Greeks, stress tests, and shock calibrationsReview trading strategies,



significant transactions, and new initiativesImprove Local Market Risk processes using available AI toolsRequirements:
Three to seven years in trade floor market riskAdvanced stress testing, scenario, sensitivity, and P&L; analysis skillsFinance, economics, or quantitative MBA, MA, MS, or equivalentProject management experience with Python, Tableau, Bloomberg, or CopilotIndependent, curious, team-oriented, communicative, and detail-oriented approachApply commodity derivatives expertise, quantitative analysis, and risk judgment to strengthen RBC’s Toronto market risk framework.

📌 Associate Director Commodity Market Risk (Canada)
🏢 RBC
📍 Canada