Director ALM Analytics and Applied Research

Job Description WHAT IS THE OPPORTUNITY? Director, ALM Analytics & Applied Research is responsible for research, simulation, and forecasting of RBC's Canadian banking balance sheet and income statement for the purpose of measuring stress exposure, in support of the Bank's Asset Liability Management, IRRBB metrics, and stress testing. The role focuses on econometric modeling of client behaviour assumptions for retail banking products, with strong emphasis on statistics, fixed income valuation mo…