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Associate Director - US ALM Risk Manager
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Full-time
- Job SummaryImplements the finance institution’s asset/liability evaluation, especially the analysis of interest rate risk and liquidity risk, following established policies and standards.
- The incumbent will support the Lead, US ALM Risk Management and the Head, US GRM-BSR in the oversight of banking book market risk across RBC CUSO as part of the Group Risk Management (GRM) mandate and will promote a “Best of Class” risk oversight environment.
- The complexity exists at both the RBC CUSO level and within individual legal entities.
- The incumbent is responsible for applying a working level of knowledge of Asset Liability Management (ALM) (also referred to as banking book market risk, non-trading market risk, or interest rate risk in the banking book - IRRBB); a primary responsibility of this role is to provide support to the Lead, ALM Risk Management on matters pertaining to the oversight of the ALM profile and management of CUSO entities.
- Generally execute on approved strategy but may assist in the development of strategies/action plans to address technical and competency gaps within oversight of ALM.Ensure a strong control environment by aligning data management, methodology and quantitative modelsUtilize the Bank’s banking book market risk measurement platforms to support risk analyticsImplement risk analysis tools to allow for deeper understanding of risk drivers and changes.
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