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 conditions

Define approved tradable instruments and products

Design Greek sensitivities, stress tests, and shock calibrations

Review major transactions and trading strategies

Improve Local Market Risk processes using AI tools

Requirements

Three to seven years in trade floor market risk

Advanced stress, scenario, sensitivity, and P&L; analysis

Commodity vanilla and option derivative product understanding

MBA, MA, MS, or equivalent quantitative qualification

Python, Tableau, Bloomberg, or Copilot proficiency

Apply commodity risk expertise, analytical judgment, and stakeholder communication to strengthen Local Market Risk oversight.

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