Job Description
Drive risk measurement and analysis as a Market Risk Model Developer at RBC Insurance. Collaborate on actionable insights for investment portfolios while shaping a robust risk framework.
This senior-level position focuses on developing and implementing key risk metrics across various asset classes. You will integrate market risk measures into the Enterprise Risk Management framework while validating daily PnL reporting against risk metrics. Engage closely with CIO leadership and manage reporting processes to ensure top-notch model governance.
Key Responsibilities:
• Lead creation of key risk metrics across asset classes
• Integrate market risk into the Enterprise Risk Management framework
• Validate daily PnL reporting linked to cash flows
• Decompose asset PnL by market-risk drivers
• Partner with CIO on risk governance and controls
Requirements:
• Bachelor's degree in computer science or related field
• 6+ years in Python model design and development
...
This senior-level position focuses on developing and implementing key risk metrics across various asset classes. You will integrate market risk measures into the Enterprise Risk Management framework while validating daily PnL reporting against risk metrics. Engage closely with CIO leadership and manage reporting processes to ensure top-notch model governance.
Key Responsibilities:
• Lead creation of key risk metrics across asset classes
• Integrate market risk into the Enterprise Risk Management framework
• Validate daily PnL reporting linked to cash flows
• Decompose asset PnL by market-risk drivers
• Partner with CIO on risk governance and controls
Requirements:
• Bachelor's degree in computer science or related field
• 6+ years in Python model design and development
...
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Take the next step in your AI career. Submit your application to 0000050823 RBC Insurance Services today.
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