Risk Manager, CCR Capital (Toronto)

Location: Toronto, Canada (Royal Bank Plaza, 200 Bay St)

Responsibilities

• Be closely involved in the execution of month-end regulatory capital processes
• Design and produce related reporting and analysis to inform key business stakeholders of risk drivers and changes with use of AI tools, as well as the impact of regulatory transitions
• Build tools including leveraging AI capabilities to enhance capital analytics, support capital sizing and automate reporting processes
• Ensure current business initiatives are captured appropriately in SA-CCR and SFT Exposure at Default (EAD) and regulatory capital calculations
• Act as key stakeholder in the planning and prioritization of related regulatory updates to ensure the success of capital model enhancements
• Work with various RBC front office businesses, Global Risk Analytics, Market Risk, Risk IT, and Finance to ensure counterparty credit risk capital is complete and accurate <...