Manager of Interest Rate Risk Measurement

Join RBC as the Manager of Interest Rate Risk Measurement, overseeing compliance with key regulatory guidelines. Utilize your expertise in risk management and performance measurement to strengthen balance sheet integrity.

In this full-time managerial role, you will apply specialized knowledge to develop models and processes for evaluating interest rate risk compliance with OSFI and BCBS regulations. Your work will span areas including retail and wholesale product measurement across multiple regions. Engaging with senior management, you will deliver insights through comprehensive IRRBB measurement and reporting processes.

Key Responsibilities: • Enhance risk measurement processes for value and earnings • Automate regulatory and internal reporting systems • Support IRRBB model development and implementation • Create risk reports for management and committees • Document methodologies and procedures for risk assessment

Requirements: • Degree in Business, Mathemat...