Job Description
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 <...