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About the Role

The Derivative Valuation Analyst is responsible for the timely and accurate analysis, valuation, validation, and reconciliation of Listed, OTC Bilateral and OTC Cleared Derivatives, as well as alternative investment products. This role impacts key lines of business including fund services, pension reporting, insurance reporting, custody reporting, and all value-added services. This position may cover a late and/or rotating shift schedule.

Responsibilities

Perform daily routine tasks such as setup of Listed Derivatives and OTC Derivatives in Valuation systems.
Perform tasks for Listed Derivatives pricing and analyze price movements.
Value OTC/alternative instruments and measure the impact of daily changes in market data inputs on instrument value.
Perform reconciliation against third-party statements.
Act as the main liaison with Investment Managers and the internal Trades processing team on new deals and support the communication of deal price variances that exceed tolerances to Investment Managers, obtaining confirmation.
Participate in research of appropriate valuation methodology for new complex OTC products traded by clients.
Participate in the execution around key project deliverables and identify opportunities to streamline processes and increase productivity.
Ensure compliance with all policies, procedures, and standards for all aspects of the business as defined through Risk, Compliance, Operational reviews and audits.
Cover early/late shifts to support the business within the global operating model.

Requirements

Undergraduate Degree in Finance, Math or Engineering.
2+ years of solid experience with Derivatives in a middle or back office environment.
Experience with OTC Derivatives valuation systems and Workflows.
Strong understanding of Reuters, Bloomberg and other financial data providers.
Strong PC skills (advanced proficiency in MS Excel, some knowledge of basic coding such as VBA).

Skills

Active Learning
Adaptability
Business Appraisals
Critical Thinking
Customer Service
Decision Making
Effectiveness Measurement
Operational Delivery
Process Improvements

Location

Toronto, Canada

Work Type

Full time

Experience Level

2+ years

Education Level

Undergraduate Degree

Salary/Compensations

$55,000.00 - $90,000.00

Benefits

A comprehensive Total Rewards Program including bonuses and flexible benefits.

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.