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2026 Fall - GRM, Counterparty Credit Risk Intern (4 Months)

馃嚚馃嚘RBC

TORONTO, Ontario, Canada0 applicants
Posted 1d agoApr 30, 2026, 12:00 AMApply by Mon, May 18, 2026
Full TimeJunior

Job Description

Job Description What is the opportunity? Reporting to the Director, Counterparty Credit Risk - Portfolio Analysis (CCRPA) group, the incumbent will provide risk oversight on margin lending activity from Wealth Management and Canadian Private Banking businesses. Additionally, the candidate will support Counterparty Credit Risk portfolio analytics and reporting, with a focus on derivatives. What will you do? Provide independent risk analysis to recommend close-out loan-to-value requests from Wealth Management and Canadian Private Banking for margin lending transactions on vanilla products, such as common stock, ETF, bond and fund. Participate in risk reporting processes and ad-hoc projects to investigate trends or counterparties of interest. Assist in the development of CCR鈥檚 data visualization tool which is used for reporting and analysis. What do you need to succeed? Must-have Knowledge of market risk, derivative credit risk, including: Value-at-Risk measurement and back-testing, stress testing and scenario analysis, sensitivity analysis, potential future exposure calculation Self-motivated individual with a high level of analytical capabilities and attention to detail Knowledge of markets and products including equity, bond, structured products as well as current and upcoming regulatory/compliance requirements Excellent written and oral communication skills Excellent team player with strong interpersonal skills Ability to work under pressure and against tight deadlines Good command of Excel, VBA programming and SQL Expert in object-oriented programming, especially Python and PySpark; Experience with building dashboards using Plotly and Dash in Python. Knowledge on Designing and Implementing Data Models using sql server & sqlite which includes database schema design ,normalization ,indexing and optimization for efficient data storage and retrieval. Hands on experience with system configuration and DevOps tools (Jira, Git, GitHub and Confluence) Self-starter with excellent communication skills Nice-to-have Progress towards an MBA, MA, MS or equivalent with emphasis in finance, economics, or a quantitative discipline is preferred Cloud : AWS and Azure Data Analytics services SQL/Data Stores: PostgreSQL, S3, HDFS Service Telemetry: Open Telemetry, Prometheus, Jaeger and similar tools CI/CD pipeline design, development Proficiency in Kubernetes ,OpenShift and Docker deployment. Familiarity running distributed ML workloads in cluster orchestrated environments What鈥檚 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. Leaders who support your development through coaching and managing opportunities Ability to make a difference and lasting impact Work in a dynamic, collaborative, progress

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