Associate/Vice President, Quantitative Analyst
RBC Capital Markets
Job Summary
Job Description
What is the opportunity?
As the Associate/Vice President, Quantitative Analyst, you will be responsible for the full lifecycle development of interest rate and FX models and products in the in-house analytics library. You will oversee delivering advanced pricing and risk management tools, as well as providing cutting-edge analysis to the trading and sales teams.
What will you do?
- Partner with the trading desk to provide quantitative support to the business.
- Full lifecycle development of advanced mathematical models in the Firm’s in-house analytics library.
- Design and implement advanced pricing and risk management tools used directly by the trading and sales teams.
- Provide technical leadership and expertise in the implementation and delivery of quantitative solutions including modernisation of the current framework and the techniques used within it.
- Work closely and collaboratively with trading, sales and support functions to establish clear requirements and specifications.
- Work closely and collaboratively with QTS partners to ensure that tools are fully and properly integrated into IT systems and applications according to business requirements.
- Provide input into the development of the shared Quant and Technology architectural vision.
What do you need to succeed?
Must-have
- High qualifications in mathematics and computing
- Knowledge of vanilla interest rates derivatives, FX and cash products for trading, pricing and risk management
- Solid experience in a Quant role, preferably desk facing
- Experience in analytics library design and implementation including strong C++ skills
- Strong experience in Front Office development software including Excel and Python
- Knowledge of relevant applications and risk management systems and IT
- Knowledge of regulatory and Anti-Money Laundering procedures
- Understanding of front to back processes related to trading activity
- Strong written and oral communication skills
- Strong problem-solving skills and interest in financial markets
Nice-to-have
- A postgraduate degree in a quantitative discipline such as finance, economics, engineering, physics, mathematics or computing.
- Understanding of broad range of capital market products (cross-asset) beyond interest rate and FX products
- Programme management and regulatory delivery knowledge
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 bonuses, flexible benefits and competitive compensation
- Leaders who support your development through coaching and managing opportunities
- Opportunities to work with the best in the field
- Ability to make a difference and lasting impact
- Work in a dynamic, collaborative, progressive, and high-performing team
- A world-class training program in financial services.
Agency Notice
RBC Group does not accept agency resumés. Please do not forward resumés to our employees, nor any other company location. RBC Group only pay fees to agencies where they have entered into a prior agreement to do so and in any event do not pay fees related to unsolicited resumés. Please contact the Recruitment function for additional details.
Job Skills
Client Counseling, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative MethodsAdditional Job Details
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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 believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.
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