ALM Risk Manager
Core
Provide analytical support for managing liquidity and banking book market risk across RBC's Combined US Operations, including IRRBB and non-trading market risk.
Role type
Analyst, ALM and Banking Book Market Risk
Builds
Consolidated risk reports, sensitivity measures, and stress testing results for business lines and legal entities.
Domain
Banking / Financial Services / Risk Management
Deliverable
dashboards & analysis
Required skills
ALM procedures, banking book market risk concepts, quantitative modeling, data management, policy interpretation, stress testing, sensitivity analysis
Preferred skills
ALM and interest rate risk management at large financial institutions, global risk issues knowledge
Technologies
Deposit duration models, loan prepayment models
Responsibilities
Apply working-level knowledge of ALM and banking book market risk; Provide support to Lead on ALM profile oversight; Review existing policies and limits proposing updates; Create consolidated reporting with sensitivity measures and stress testing; Ensure control environment alignment of data and models; Monitor activities to ensure adherence to policies and limits.
Seniority
Junior, individual contributor
