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About the Role
The QTS Cross Products Quants team is seeking a Quantitative Associate to develop, maintain, and document valuation and risk models for capital and margin. This role involves modernizing models and infrastructure to optimize financing costs.
Responsibilities
- Develop and implement tools to support trading desk, quantitative strategies infrastructure, and risk management activities.
- Gather new requirements from the trading desk and manage the delivery of solutions through quant libraries and associated IT systems.
- Provide general day-to-day quantitative support to the trading desk.
- Provide desk-based research assistance as required.
- Coordinate with risk and functional teams for the submission of front-office developed models for vetting and use in the bank's risk framework.
Requirements
- Master’s Degree in a quantitative discipline.
- Good understanding of mathematical finance.
- 2 years of relevant experience, preferably at a fixed-income desk in a large financial institution.
- Demonstrated ability in written and oral communication skills.
- Effective time management skills.
- Ability to meet consistently high-quality standards with simultaneous workstreams.
Skills
- Python
- C++
- SQL
- Capital and Margin metrics/regimes/analytics
- Option Pricing
- Credit/Govies
- Fx/Commodities
- Client Counseling
- Critical Thinking
- Economic Analysis
- Financial Derivatives
- Financial Instruments
- Investment Banking Analysis
- Investment Risk Management
- Market Risk
- Quantitative Methods
Location
- BROOKFIELD PLACE FKA 3 WORLD FINANCIAL CENTER, 200 VESEY STREET:NEW YORK
- New York
- United States of America
Work Type
- Full time
- 40 hours/week
Experience Level
- 2 years of relevant experience
Education Level
- Master’s Degree in a quantitative discipline
Benefits
- A comprehensive Total Rewards Program including bonuses and flexible benefits
- Competitive compensation
- Commissions
- Stock where applicable
- Leaders who support your development through coaching and managing opportunities
- 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
- Flexible work/life balance options
- Opportunities to do challenging work
About the Company
- 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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- Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com.
- 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.