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About the Role

The Liquid Macro Market Making (LMM) team is responsible for RBC's electronic FX and Rates trading, building and operating pricing and hedging algorithms. We are seeking an Algo Developer in New York with an eRates focus to enhance our algo trading stack, which drives price construction and auto-hedging of risk. The role requires Java proficiency, quantitative expertise, and familiarity with electronic market microstructure, with a focus on low-latency coding.

Responsibilities

Research and develop strategies for price construction and auto-hedging behavior
Write production-quality code for pricing and hedging Rates instruments
Monitor algo performance intraday, ensuring pricing and hedging behave as expected and resolving issues as they arise

Requirements

A strong sense of ownership over your work — someone who takes pride in software design and code quality
Java proficiency (2–5 years of experience)
Analytical mindset with the ability to propose practical solutions to trading challenges
Curiosity and ability to explore time series and unstructured data, formulate hypotheses, and validate them rigorously
Knowledge of Rates pricing and electronic markets
Strong statistical and mathematical background
Experience with zero-GC and low-latency design patterns in Java
Proficiency in q/kdb and Python

Skills

Adaptability
Critical Thinking
Customer Service
Detail-Oriented
Financial Engineering
Financial Statement Analysis
Investments Analysis
Personal Development
Personal Initiative
Teamwork
Java
q/kdb
Python

Location

New York, United States of America

Work Type

Full time
Salaried

Experience Level

2-5 years of experience in Java

Salary/Compensations

$165,000-200,000

Benefits

Competitive compensation
Flexible benefits
401(k) program with company-matching contributions
Health, dental, vision, life, disability insurance
Paid-time off

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.

Equal Opportunity

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.
RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.