Interest Rate Risk Analyst
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About The Position
The Combined US Operations (CUSO) Treasury is undertaking a complex enterprise-wide initiative as part of ongoing efforts to improve Interest Rate Risk in the Banking Book (IRRBB) management across the organization. CUSO ALM Analyst will play an instrumental role in the CUSO-wide project to implement QRM and develop comprehensive modeling process. This role will be responsible for providing support for the IRRBB measurement, monitoring, and management across several RBC CUSO entities calculating and analyzing monthly EVE/NII/KRD metrics, setting up and maintaining QRM model, developing and documenting modeling assumptions, NII backtesting and sensitivity testing of modeling assumptions.
