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Form of workJob Summary
Job Description
What is the opportunity?
Ability to join a strong team which supports interest rate risk model development, implementation and operations. This role maintains ALM reporting processes, advances process automation and works closely with senior management across Corporate Treasury FTP, Execution and Finance functions.
What will you do?
- Support comprehensive measurement of IRRBB along with responsibilities for implementing new/revised IRR methodology and model transformation.
- Lead on reporting automation and efficiencies for regulatory reporting, internal management reporting, and external disclosures; along with risk / sensitivity profiles, position data, behavior tracking, and compliance reporting.
- Review Interest Rate Risk and FTP methodology, metrics, reporting and modelling to ensure alignment with core strategies.
- Maintain/improve processes supporting RBC's leadership in the area of balance sheet management by providing cutting edge expertise in risk and performance measurement; complemented by a deep understanding of the retail and investment products.
- Contribute towards formulation of strategy in various aspects of bank balance sheet management, and assess key balance sheet strategy trends in the banking industry. Participate in what-if analysis and attribution of results. Provide analytical thought required to resolve issues in a variety of complex situations.
- Scope and responsibilities include banking books in Canada, US, UK, EU and the Caribbean.
What do you need to succeed?
Must-have
- Degree in Business, Mathematics or related fields.
- 3+ years of relevant Treasury or Risk Management experience. Strong grasp of Asset-Liability Management practices.
- Strong understanding of financial principles, pricing models, financial engineering and risk concepts.
- Team player and self-starter with ability to manage their own schedule and priorities and meet tight deadlines. Ability to work simultaneously on multiple projects.
- Solid grasp of banking products and accounting regulations.
- Good database concept and skills (SQL).
- Strong written and oral communication skills.
Nice-to-Have
- QRM process and development skills
- Experience with Tableau. RPA experience, in particular Blue Prism.
- MBA, CFA or FRM preferred.
Job Skills
Analytical Thinking, Commercial Acumen, Critical Thinking, Decision Making, Financial Regulation, Interest Rate Risk Management, Risk Management, Strategic Thinking, Treasury ManagementAdditional Job Details
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