Associate Director - Market Risk

RBC - New York, NY

Hiring: Associate Director - Market Risk Company: RBC Location: New York, NY Job Posted Time: 2026-09-10 07:42:04 Employment Type: Full-time Target Skills & Keywords : Data Pipeline, Python, Regulatory Compliance, SQL About the job Experience: •7 years of experience at an investment bank in CCAR stress testing, Market Risk Capital, or a quantitative/technology function with direct exposure to regulatory capital processes Required Skills: •Execute the build-out of GMS stress testing capabilities for the US IHC, including scenario application, loss calculation, and results production, with deep involvement in the underlying technical implementation •Design, develop, and maintain data feeds and data pipelines supporting the GMS stress testing process, including sourcing, transformation, validation, and reconciliation of inputs across asset classes •Identify and implement infrastructure enhancements to the GMS calculation environment, including tooling improvements, process automation, and UI development to reduce manual intervention and increase scalability •Partner with IT to define technical requirements, perform UAT, and validate system changes; troubleshoot data quality issues and drive resolution across upstream and downstream systems •Actively facilitate and support development and maintenance of governance documentation, including methodology papers, system lineage diagrams, and process flows required for regulatory compliance and audit readiness •Contribute to the preparation of materials for FRB engagements, senior management, and internal risk committees; support regulatory examinations and internal audits as required •What do you need to succeed? •5–7 years of experience at an investment bank in CCAR stress testing, Market Risk Capital, or a quantitative/technology function with direct exposure to regulatory capital processes Qualifications: •Bachelor's degree in Finance, Engineering, Computer Science, or a quantitative field; advanced degree preferred Compensation: •$120,000 - $200,000 / year •Understanding of financial products across rates, credit, equity, and their representation in risk and stress testing systems 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!