Associate Director, Market Risk - SRT Europe Team

Group Risk Management (GRM) provides independent and effective on-site monitoring, controlling, and reporting on the nature and extent of all material market risk on the RBC London Trading Floor ensuring implementation of and compliance with risk management policies and procedures. The incumbent helps in promoting a Best of Class risk oversight environment for the London, Tokyo, and Global Structured Interest Rate (SRT) business (interest rate exotic products). The role has hands-on experience in managing interest rate exotic risks, in order to assist GRM (and the Business) in helping stress-test the SRT trading books and products. Additionally, the role requires good technical expertise (across both interest rate models and IT systems), as they will also be involved in implementing Stress/Regulatory Capital scenarios for SRT globally (in the production environment) and working closely with Group Risk Analytics, Risk IT, and N. America GRM to ensure consistency across the platform.