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 conditions

Define approved tradable instruments and products within risk appetite

Design metrics using Greeks, stress tests, and shock calibrations

Review trading strategies,



significant transactions, and new initiatives

Improve Local Market Risk processes using available AI tools

Requirements

Three to seven years in trade floor market risk

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

Finance, economics, or quantitative MBA, MA, MS, or equivalent

Project management experience with Python, Tableau, Bloomberg, or Copilot

Independent, curious, cooperative, communicative, and detail-oriented approach

Apply commodity derivatives expertise, quantitative analysis, and risk judgment to strengthen RBC’s Toronto market risk framework.

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