Associate Director Commodity Market Risk

Lead commodity market risk oversight at RBC in Toronto, applying stress testing and sensitivity analysis within Group Risk Management. This full-time role supports risk decisions.

As Associate Director, you will monitor Commodities exposures, evaluate trading strategies, and maintain approved instruments, products, metrics, and limits. The position requires trade floor market risk experience, strong analytical judgment, and effective communication. You will provide senior management with actionable insights while partnering with trading teams on risk issues and controls.

Key Responsibilities:

• Monitor commodity risk profiles, portfolios, and changing market conditions
• Define approved tradable instruments and products within risk appetite
• Design metrics using Greeks, stress tests, and shock calibrations
• Review trading strategies, significant transactions, and new initiatives
• Improve Local Market Risk processes using available AI tools

Requirements:

• Three to seven years in trade floor market risk
• Advanced stress testing, scenario, sensitivity, and P&L analysis skills
• Finance, economics, or quantitative MBA, MA, MS, or equivalent
• Project management experience with Python, Tableau, Bloomberg, or Copilot
• Independent, curious, collaborative, communicative, and detail-oriented approach

Apply commodity derivatives expertise, quantitative analysis, and risk judgment to strengthen RBC’s Toronto market risk framework.

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