Senior Director, ALM Research & Analytics

TORONTOonsitedirector

Posted today · via Workday

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About this role

Job Description What is the opportunity? Lead RBC Corporate Treasury's quantitative ALM methodology development, modelling, research and analytics, focusing on interest rate risk measurement and management. Lead development of behavioral and market risk models, supporting pricing and risk measurement for non-trading on-balance sheet products, mortgage and loan commitments, securitization, and term funding. Interest rate risk represents the bank’s largest structural book market risk, with effective measurement and management critical for shareholder value preservation. The team you’ll lead also supports RBC’s Pension Investment Group modeling and measurement, across a diverse set of asset classes, strategies, and ALM topics.…

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For this role: sql

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Skills in this role

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