Commodity market risk leadership demands stress testing expertise and sharp exposure analysis within Group Risk Management. This Associate Director role oversees Local Market Risk.
The Associate Director establishes and maintains a risk oversight framework for the Commodities business. The position monitors risk profiles, evaluates trading strategies, and provides senior management with actionable insights. It also partners with trading teams on limits, systems, and risk management.

Key Responsibilities

Monitor Commodities risk profiles, portfolios, and market conditionsDefine approved tradable instruments and productsDesign Greek sensitivities, stress tests, and shock calibrationsReview major transactions and trading strategiesImprove Local Market Risk processes using AI toolsRequirements:
Three to seven years in trade floor market riskAdvanced stress, scenario, sensitivity, and P&L; analysisCommodity vanilla and option derivative product understandingMBA, MA, MS, or equivalent quantitative qualificationPython, Tableau, Bloomberg, or Copilot proficiencyApply commodity risk expertise, analytical judgment, and stakeholder communication to strengthen Local Market Risk oversight.
#J-18808-Ljbffr

📌 Associate Director Commodity Market Risk (Winnipeg)
🏢 Royal Bank of Canada
📍 Winnipeg