Central Funding & Securitized Products Quants
RBC Capital Markets
Toronto, ON, Canada
Job Description
What is the opportunity?
An experienced quantitative analyst in the Central Funding & Securitized Products Quants team
will design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.
What will you do?
- Apply quantitative analytics skills to collaborate with traders and IT teams to design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.
- Prepare the model documentation and validation submissions, as well as tracking the model performance, per the internal policies and regulatory guidelines
- Support RBC businesses by assisting the traders, risk managers, and product controllers to understand the models and interpret the model outputs
- Develop and grow in terms of both the knowledge and relationship within the bank to work effectively in the immediate future as well as overtime
What do you need to succeed?
Must-have
- Master degree and above in Mathematics/Finance/Computer Science;
- Graduate work in finance, modeling, risk, or advanced certifications in finance are a strong plus
- Experience with any of C#/C++/Python/VBA development in finance or risk
- Knowledge of rate and spread products (trading usage, valuation, and risk measurement) required
- Knowledge of the Bloomberg and Felix system a strong plus
- Outstanding written and verbal communication skills
Nice-to-have
- Mortgage and securitized products experience a strong plus
- Market risk experiences a strong plus
- Previous FO quants experience a strong plus
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 and flexible benefits, competitive compensation
- Leaders who support your development through coaching and managing opportunities
- Work in a dynamic, collaborative, progressive, and high-performing team
- Opportunities to do challenging work
- Flexible work/life balance options
#LIPOST
Job Skills
C# .NET Programming, Credit Products, Fixed Income Products, Price Modeling, Python (Programming Language), Quantitative Methods, Securitized Products (Inactive)Additional 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
Our Employment Opportunities
At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One 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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RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.