Associate Director, Market Risk Capital (FRTB Reporting & Regulatory Disclosures)

What is the Opportunity?

The Associate Director, Market Risk Capital (FRTB Reporting & Regulatory Disclosures) will lead the build-out and production of Market Risk regulatory reporting for the US IHC under the Basel 3 Endgame (B3EG) framework, including the FFIEC 102 and weekly FRTB capital reporting. The role is responsible for establishing automated reporting workflows, designing and executing reconciliation processes between Risk and Finance (FR Y-9C and IPV), and aggregating CCAR Market RWA 9-quarter projection outputs for FRY-14A submissions. The individual will partner closely with IT on reporting system implementation, UAT testing, and data model enhancements, while ensuring reporting accuracy and timeliness in a weekly production cadence. Candidates should have 5+ years of experience in market risk reporting, regulatory capital, or a quantitative risk function, with strong technical skills in Python and SQL, and demonstrated experience producing regulatory submissions.

What will you do?

• Lead the design, implementation, and ongoing production of Market Risk regulatory reports under B3EG, including the FFIEC 102 and weekly FRTB capital reports; establish automated reporting views and dashboards to support granular schedule-level reporting - 30%

• Build and maintain the Risk-to-Finance reconciliation framework (FR Y-9C), including root-cause analysis of breaks and development of automated reconciliation tools - 20%

• Aggregate and report CCAR Market RWA 9-quarter projection results for FRY-14A submissions; coordinate with modelling teams to ensure projection outputs flow accurately into reporting infrastructure - 15%

• Partner with IT on system implementation, UAT testing, and data pipeline enhancements to support reporting automation and data quality - 15%

• Develop and maintain reporting documentation including data lineage, process flows, line-item mapping, and methodology descriptions required for regulatory compliance and audit readiness - 10%

• Monitor regulatory developments, participate in FRB data collection exercises (e.g., HPE/QIS), and support internal audit, RCSA, and regulatory examination processes - 10%

What do you need to succeed?

• Bachelor's Degree in Finance, Engineering, Mathematics, or a quantitative field

• 5+ years of experience at a bank or financial institution with direct exposure to market risk regulatory reporting, FRTB implementation, or capital adequacy reporting

• Strong knowledge of market risk capital frameworks (Basel III/IV, FRTB Standardized Approach, SBA, DRC, RRAO) and US regulatory reporting requirements (FFIEC 102, FR Y-9C, FRY-14A)

• Experience building or maintaining reconciliation processes between risk and finance systems

• Strong data analysis and automation skills including proficiency in Python, SQL, and Excel for working with large datasets

• Experience with Business Intelligence and reporting tools (Tableau, OBI, or equivalent) and familiarity with market risk platforms

• Excellent written and oral communication skills with demonstrated ability to prepare materials for senior management and regulators

• Ability to manage recurring production processes under tight weekly deadlines while maintaining accuracy and completeness

• Autonomous, highly motivated, and able to work independently and collaboratively in a fast-paced environment

What's in it for you?

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

• A comprehensive Total Rewards Program include competitive compensation and flexible benefits, such as 401(k) program with company-matching contributions, health, dental, vision, life, disability insurance, and paid-time off.

• Leaders who support your development through coaching and managing opportunities.

• Ability to make a difference and lasting impact.

• Work in a dynamic, collaborative, progressive, and high-performing team.

• Opportunities to do challenging work.

• Opportunities to build close relationships with clients.

The expected salary range for this particular position is $120,000-$200,000 (New York) depending on your experience, skills, and registration status, market conditions and business needs.

You have the potential to earn more through RBC's discretionary variable compensation program which gives you an opportunity to increase your total compensation, provided the business meets its performance targets and you meet your individual goals.

RBC's compensation philosophy and principles recognize the importance of a highly qualified global workforce and plays a critical role in attracting, engaging and retaining talent that:

• Drives RBC's high-performance culture

• Enables collective achievement of our strategic goals

• Generates sustainable shareholder returns and above market shareholder value

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Additional Job Details

Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

Our Employment Opportunities

At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One RBC. We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.