Market Risk Analyst

Market Risk Analyst

Royal Bank of Canada Putrajaya, Malaysia

Job Summary

Job Description

What is the opportunity?

Market Risk team operates as a 2nd line of defence, is responsible for monitoring, analysing, and reporting on market risk stemming from business activities in Europe.

This role, Risk Analyst, is primarily responsible for the market risk oversight activities in Europe such as annual market risk limit review, ongoing monitoring and producing market risk reconciliations taken by linear and non-linear trading desks, which can include, but is not limited to, Fixed Incomes Currencies and Commodities (including FX Options), Global Equities Structured Products, Treasury Services and Central Funding.

The individual will also be responsible for managing ad-hoc medium-term projects to hard deadlines and collaborating with other stakeholders.

You will be supporting APAC region, working hours would be between 9am-6pm.

What will you do?

• Provide effective oversight of market risk exposures, including preparation of market risk reporting, monitoring of risk limits and timely identification of potential breaches for further investigation, documentation, and resolution.
• Perform reconciliation of market risk exposure in local market risk system against the enterprise system to ensure strong control and data quality.
• Develop a strong understanding of upstream and downstream risk systems that generate risk exposures.
• Lead the annual limit review process, by describing the business change, and conduct appropriate quantitative analysis including top-down, bottom-up, and comparative approaches.
• Collaborate with stakeholders to support risk control testing requirements and ensure compliance with risk management standards.
• Facilitate risk communication by collaborating with relevant teams to ensure clear communication of risk exposures and make well-informed recommendations to senior management, including the Head of Market & Counterparty Credit Risk APAC.

What do you need to succeed?

Must-have

• University Degree or equivalent is required
• The role would typically require a minimum of 2 years of relevant experience in the financial services industry, preferably within Market Risk
• Strong knowledge and practical application in VBA, SQL, Python, Github, Tableau and database
• Good understanding of global financial markets and trading products.
• Strong verbal and written communication skills in English for presenting risk assessments and managing discussions with senior management and key stakeholders
• Analytical work requires significant attention to details.
• Ability to work as part of a regional and global team. Good team player, result-oriented with strong sense of ownership

Nice-to-have

• Postgraduate degree such as MBA, MA, MS or equivalent quantitative emphasis in finance, statistics, econometric or other relevant discipline, or professional qualification such as CFA, FRM etc.
• Industry knowledge and experience to APAC Fixed Income, Developed and Emerging Market Foreign Exchange and/ or Equities Markets, both delta and non-linear risk

What's in it for you?

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

• A comprehensive Total Rewards Program including performance-based bonuses, flexible benefits, and competitive compensation
• Leaders who support your development through coaching and managing opportunities
• A world-class training program in financial services
• A collaborative dynamic culture where personal initiative and hard work are recognized and rewarded

Job Skills
Economic Analysis, Financial Risk Management (FRM), Group Problem Solving, Investment Management Systems, Investment Risk Management, Quantitative Methods, Risk Analysis Management, Risk Control, Risk Management, System Applications

Additional Job Details

Address:

PERSIARAN IRC 2, IOI RESORT CITY IOI CITY TOWER ONE:PUTRAJAYA

City:

Putrajaya

Country:

Malaysia

Work hours/week:

40

Employment Type:

Full time

Platform:

GROUP RISK MANAGEMENT

Job Type:

Regular

Pay Type:

Salaried

Posted Date:

2025-03-10

Application Deadline:

2025-03-27
Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

Inclusion and Equal Opportunity Employment

At RBC, we embrace diversity and inclusion for innovation and growth. We are committed to building inclusive teams and an equitable workplace for our employees to bring their true selves to work. We are taking actions to tackle issues of inequity and systemic bias to support our diverse talent, clients and communities.

We also strive to provide an accessible candidate experience for our prospective employees with different abilities. Please let us know if you need any accommodations during the recruitment process.