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

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RBC

3mo ago

Applications are closed

  • Internship
    Full-time
    Off-cycle Internship
  • Accounting & Tax
    Banking & Finance
  • Toronto

Requirements

  • 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.

Responsibilities

  • 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.

RBC

Ideas Happen Here.

Finance
Industry
10,001+
Employees
1864
Founded Year

Mission & Purpose

Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance. Our success comes from the 88,000+ employees who leverage their imaginations and insights to bring our vision, values and strategy to life so we can help our clients thrive and communities prosper. As Canada’s biggest bank, and one of the largest in the world based on market capitalization, we have a diversified business model with a focus on innovation and providing exceptional experiences to our 17 million clients in Canada, the U.S. and 27 other countries. Learn more at rbc.com. We are proud to support a broad range of community initiatives through donations, community investments and employee volunteer activities. See how at rbc.com/community-social-impact.