Senior Manager, ALM Market Risk

What is the opportunity?

As a Senior Manager, you are an integral member of the Enterprise Asset-Liability Management Risk (ALM Risk) team, within Enterprise Balance Sheet and Liquidity Risk (BSLR).

Job Description

BSLR is RBC’s second line of defense in the management of Interest Rate Risk in the Banking Book (IRRBB) as well as other market risks arising from the banking book. ALM Risk provides independent oversight and monitoring of risk quantification and risk mitigation activities conducted by the first line of defense. As a Senior Manager you will support ALM Risk’s Market Risk mandate by overseeing Corporate Treasury and Capital Markets Treasury, as well as other banking book business activities which expose the firm to market risks. This multifaceted role requires a strong foundation in market risk management, reporting and analytics, and process improvement with the expectation to adapt to evolving priorities and contribute to a wid...