Risk Manager, Market and Counterparty Credit Risk – CCR Regulatory Capital at Dr Bill RBC Ventures
Toronto, Ontario, Canada -
Full Time


Start Date

Immediate

Expiry Date

23 May, 26

Salary

0.0

Posted On

22 Feb, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Risk Management, Regulatory Capital, Counterparty Credit Risk (CCR), CVA Capital, Derivatives, SFT Portfolios, Reporting, Analysis, AI Tools, SA-CCR, EAD Calculation, Excel, Python, SQL, Communication, Analytical Capabilities

Industry

Banking

Description
Job Description What is the opportunity? As Risk Manager, you report to a Director in the Market & Counterparty Credit Risk (MCCR) Capital group, and contribute to regulatory capital analysis and reporting processes for CCR and CVA capital for the derivatives and SFT portfolios. The MCCR Regulatory Capital team plays a principal role in both the interpretation of continuously evolving regulatory requirements, and managing internal transitions of regulatory changes. As Risk Manager, you also prepare risk reports and perform detailed analysis to contribute to critical capital reporting which informs Front Office and functional stakeholders of key drivers and changes in their counterparty credit risk default and CVA capital. This role involves building out tools to further enhance our capital analytics capabilities including unlocking the potential use of AI and streamline various reporting processes, and acting as the key control owner on capital production results and usages. What will you do? Be closely involved in the execution of month-end regulatory capital processes Design and produce related reporting and analysis to inform key business stakeholders of risk drivers and changes with use of AI tools, as well as the impact of regulatory transitions Build tools including leveraging AI capabilities to enhance capital analytics, support capital sizing and automate reporting processes Ensure new business initiatives are captured appropriately in SA-CCR and SFT Exposure at Default (EAD) and regulatory capital calculations Act as key stakeholder in the planning and prioritization of related regulatory updates to ensure the success of capital model enhancements Work with various RBC front office businesses, Global Risk Analytics, Market Risk, Risk IT, and Finance to ensure counterparty credit risk capital is complete and accurate What do you need to succeed? Must-Have Graduate degree with emphasis in risk management, finance, or a quantitative discipline. Strong understanding of traded products, particularly OTC derivatives products and their associated risks. Strong verbal and written communication skills. Self-motivated individual with strong analytical capabilities and attention to detail. Ability to work evening and weekends on regulatory capital measurement and reporting, as required (10% of the time). Excellent command of Excel, Python and SQL with strong interest and ideally experiences with AI tools. Nice-to-Have Relevant experience in a risk management role FRM, PRMIA, or CFA certification What’s in it for you? We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual. A comprehensive Total Rewards Program including bonuses and flexible benefits and competitive compensation Leaders who support your development through coaching and managing opportunities Flexible work/life balance options Work in a dynamic, collaborative, progressive, and high-performing team Opportunities to do challenging work Job Skills Analysis and Reporting (Inactive), Business Data Analysis, Business Initiatives, Collateral Management, Communication, Counterparty Credit Risk (CCR), Credit Analysis, Critical Thinking, Database Queries, Data Visualization, Decision Making, Financial Instruments, Investment Risk Management, Management Reporting, Personal Initiative, Programming Languages, Quantitative Methods, Regulatory Capital, Requirements Analysis, Risk Analytics, Risk Management Additional Job Details Address: ROYAL BANK PLAZA, 200 BAY ST:TORONTO City: Toronto Country: Canada Work hours/week: 37.5 Employment Type: Full time Platform: GROUP RISK MANAGEMENT Job Type: Regular Pay Type: Salaried Posted Date: 2026-02-21 Application Deadline: 2026-03-08 Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above Inclusion and Equal Opportunity Employment At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all. Join our Talent Community Stay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you. Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com. RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail. Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance. Our success comes from the 84,000+ employees who bring our vision, values and strategy to life so we can help our clients thrive and communities prosper. As Canada’s biggest bank, and one of the largest in the world based on market capitalization, we have a diversified business model with a focus on innovation and providing exceptional experiences to more than 16 million clients in Canada, the U.S. and 34 other countries. Learn more at rbc.com.‎ We are proud to support a broad range of community initiatives through donations, community investments and employee volunteer activities. See how at rbc.com/community-social-impact.

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Responsibilities
The Risk Manager will contribute to regulatory capital analysis and reporting for Counterparty Credit Risk (CCR) and CVA capital for derivatives and SFT portfolios, while also developing tools to enhance capital analytics capabilities using AI. This role involves executing month-end regulatory capital processes, designing related reporting, and ensuring new business initiatives are accurately captured in capital calculations.
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