Hiring: Associate Director, Market Risk Capital (FRTB Reporting & Regulatory Disclosures) Company: RBC Location: New York, NY Job Posted Time: 2026-09-17 06:45:04 Employment Type: Full-time Target Skills & Keywords : Data Pipeline, Python, Regulatory Compliance, SQL About the job Experience: •5+ years of experience in market risk reporting, regulatory capital, or a quantitative risk function, with strong technical skills in Python and SQL, and demonstrated experience producing regulatory submissions. •5+ years of experience at a bank or financial institution with direct exposure to market risk regulatory reporting, FRTB implementation, or capital adequacy reporting Required Skills: •Lead the design, implementation, and ongoing production of Market Risk regulatory reports under B3EG, including the FFIEC 102 and weekly FRTB capital reports; establish automated reporting views and dashboards to support granular schedule-level reporting – 30% •Build and maintain the Risk-to-Finance reconciliation framework (FR Y-9C), including root-cause analysis of breaks and development of automated reconciliation tools – 20% •Aggregate and report CCAR Market RWA 9-quarter projection results for FRY-14A submissions; coordinate with modelling teams to ensure projection outputs flow accurately into reporting infrastructure – 15% •Partner with IT on system implementation, UAT testing, and data pipeline enhancements to support reporting automation and data quality – 15% •Develop and maintain reporting documentation including data lineage, process flows, line-item mapping, and methodology descriptions required for regulatory compliance and audit readiness – 10% •Monitor regulatory developments, participate in FRB data collection exercises (e.g., HPE/QIS), and support internal audit, RCSA, and regulatory examination processes – 10% •What do you need to succeed? •5+ years of experience at a bank or financial institution with direct exposure to market risk regulatory reporting, FRTB implementation, or capital adequacy reporting Qualifications: •Bachelor's Degree in Finance, Engineering, Mathematics, or a quantitative field Compensation: •$120,000 - $200,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!