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2024 Fall - GRM, Risk Analyst - Enterprise Market Risk Stress Testing Intern (4 Months)

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17d ago

🚀 Off-cycle Internship


10d left

AI generated summary

  • You must have experience in credit or market risk, stress testing, and financial markets. Proficient in Microsoft Office, Bloomberg, Tableau, SQL, VBA, and Python. Strong problem-solving and communication skills. Advanced degree in finance, economics, or quantitative discipline preferred.
  • You will participate in scenario design, provide risk reporting, collaborate on tool development, and gather findings for stress testing in market risk at RBC.

Off-cycle Internship

Accounting & Tax, Banking & FinanceToronto


  • The role of the Market Risk Stress Testing team is to ensure that the link between the current market environment across all asset classes and RBC’s market risk profile is established, understood, and managed effectively. The team develops, implements, and analyzes stress scenarios to provide senior management, business heads, and regulators with views on market risk concentrations and capital adequacy. As Risk Analyst, you are responsible for contributing to the team’s mandate, including the continued design and development of tools to streamline the stress testing processes.


  • Must-have:
  • Relevant experience in a credit or market risk function including:
  • Stress testing and scenario analysis
  • Sensitivity analysis
  • Strong understanding of financial markets and trading businesses, both exchange traded and over the counter markets.
  • Thorough knowledge of traded products including derivatives and their associated risks
  • Proficient in Microsoft Office, Bloomberg, Tableau, SQL, and VBA
  • Strong knowledge of programming languages, preferably Python
  • Excellent communication and problem-solving skills.
  • Nice-to-have:
  • MBA, MA or MS or equivalent with emphasis in finance, economics or a quantitative discipline.

Area of Responsibilities

Accounting & Tax
Banking & Finance


  • Participate in the scenario design process including identifying all material market risks, appropriately calibrating stress shocks, and reviewing and challenging scenario designs approaches and assumptions.
  • Provide timely, accurate, and complete stress risk reporting and analysis.
  • Collaborate with colleagues to design and develop tools to automate and streamline stress testing processes.
  • Gather findings and results of stress tests, methodology changes, and system changes for internal review committee.


Work type

Full time

Work mode


Application deadline

Jun 3, 2024