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About the Role
Provision of quantitative tools, analysis, and support to the GSP algorithmic trading desks. Development, delivery, and support of advanced mathematical and data-driven models for credit electronic trading.
Responsibilities
- Research, develop, and implement mathematical models for price and risk of corporate bonds as part of electronic trading algorithms.
- Improve existing models, tools, and operational frameworks.
- Support ad-hoc requests for quantitative tools and analysis from the corporate bond electronic trading desk.
- Document products and models.
- Work closely with risk and control functions to achieve and maintain formal validation of models for official reporting.
Requirements
- Post-graduate degree in a quantitative area such as mathematics, physics, finance, engineering, or computer science.
- At least 3 years of experience providing quantitative support to trading desks.
- Knowledge of corporate bond products and markets and experience with electronic trading.
- Strong numerical and analytical programming skills.
- Strong written and verbal communication skills.
- Ability to approach novel problems systematically and with tenacity.
Skills
- Algorithmic Trading
- Credit Trading
- Critical Thinking
- Economic Analysis
- Financial Data
- Financial Instruments
- Investment Risk Management
- Java (Programming Language)
- Kdb+
- Python (Programming Language)
- Quantitative Methods
- Quantitative Models
Location
- New York, United States of America
Work Type
- Full time
- Salaried
Experience Level
- 3 years of experience
Education Level
- Post-graduate degree in a quantitative area such as mathematics, physics, finance, engineering, or computer science.
Salary/Compensations
- $85,000 - $160,000
Benefits
- Bonuses
- Flexible benefits
- Competitive compensation
- Commissions
- Stock where applicable
- 401(K) Program with company-matching contributions
- Health, Dental, Vision, Life and Disability Insurance
- Paid Time-Off Plan
About the Company
- 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.
- RBC's Compensation Philosophy And Principles Recognize The Importance Of A Highly Qualified Global Workforce And Plays A Critical Role In Attracting, Engaging And Retaining Talent That Drives RBC's High Performance Culture, Enables Collective Achievement Of Our Strategic Goals, And Generates Sustainable Shareholder Returns And Above Market Shareholder Value.
- 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. 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.