Vice President, Quantitative Analytics
Top Benefits
About the role
What is the opportunity?
Opportunity to join a dynamic Quantitative Analytics team facing the Flow Rates Trading and FX Forwards desk based in New York. The successful candidate will be responsible for the full lifecycle development of interest rate and FX models and products in the in-house analytics library, delivering advanced pricing and risk management tools and providing cutting-edge analysis to the trading and sales teams. The role will require a sharp focus on the evolution of modelling and tooling frameworks, coordinating these efforts across relevant teams to ensure successful integration into the Firm’s strategic systems and frameworks.
What will you do?
- Partner with the trading desk to provide quantitative support to the business
- Full lifecycle development of advanced mathematical models in the Firm’s in-house analytics library
- Design and implement advanced pricing and risk management tools used directly by the trading and sales teams
- Provide technical leadership and expertise in the implementation and delivery of quantitative solutions including modernization of the current framework and the techniques used within it
- Work closely and collaboratively with trading, sales and marketing to establish clear requirements and specifications
- Work closely and collaboratively with IT partners to ensure that tools are fully and properly integrated into IT systems and applications according to business requirements
- Provide input into the development of the shared Quant and Technology architectural vision
What do you need to succeed?
Must-have
- High qualifications in mathematics and computing
- Knowledge of vanilla interest rates derivatives, FX and cash products for trading, pricing and risk management
- 5-7 years solid experience in a Quant role, preferably desk facing
- Experience in analytics library design and implementation including strong C++ skills
- Strong experience in Front Office development software including Excel and Python
- Knowledge of relevant applications and risk management systems and IT
- Knowledge of regulatory and Anti-Money Laundering procedures
- Understanding of front to back processes related to trading activity
- Strong written and oral communication skills
Nice-to-have
- A postgraduate degree in a quantitative discipline such as finance, economics, engineering, physics, mathematics or computing.
- Understanding of broad range of capital market products (cross-asset) beyond interest rate products
- Program management and regulatory delivery knowledge
What is 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, flexible benefits and competitive compensation
- Leaders who support your development through coaching and managing opportunities
- Opportunities to work with the best in the field
- 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
The Expected Salary Range For The Above Position Is $135,000 - $225,000 Depending On Factors Including But Not Limited To The Candidate’s Experience, Skills, Registration Status; Market Conditions; And Business Needs. This Salary Range Does Not Include Other Elements Of Total Compensation, Including A Discretionary Bonus And Benefits Such As A 401(K) Program With Company-Matching Contributions; Health, Dental, Vision, Life And Disability Insurance; And Paid Time-Off Plan. 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 · Generates Sustainable Shareholder Returns And Above Market Shareholder Value
#LI-POST
About RBC
Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance. Our success comes from the 94,000+ employees who leverage their imaginations and insights to bring our vision, values and strategy to life so we can help our clients thrive and communities prosper. As Canada's biggest bank and one of the largest in the world, based on market capitalization, we have a diversified business model with a focus on innovation and providing exceptional experiences to our more than 17 million clients in Canada, the U.S. and 27 other countries. Learn more at rbc.com. We are proud to support a broad range of community initiatives through donations, community investments and employee volunteer activities. See how at www.rbc.com/community-social-impact.
La Banque Royale du Canada est une institution financière mondiale définie par sa raison d'être, guidée par des principes et orientée vers l'excellence en matière de rendement. Notre succès est attribuable aux quelque 94 000+ employés qui mettent à profit leur créativité et leur savoir faire pour concrétiser notre vision, nos valeurs et notre stratégie afin que nous puissions contribuer à la prospérité de nos clients et au dynamisme des collectivités. Selon la capitalisation boursière, nous sommes la plus importante banque du Canada et l'une des plus grandes banques du monde. Nous avons adopté un modèle d'affaires diversifié axé sur l'innovation et l'offre d'expériences exceptionnelles à nos plus de 17 millions de clients au Canada, aux États Unis et dans 27 autres pays. Pour en savoir plus, visitez le site rbc.com/francais
Nous sommes fiers d'appuyer une grande diversité d'initiatives communautaires par des dons, des investissements dans la collectivité et le travail bénévole de nos employés. Pour de plus amples renseignements, visitez le site www.rbc.com/collectivite-impact-social.
Vice President, Quantitative Analytics
Top Benefits
About the role
What is the opportunity?
Opportunity to join a dynamic Quantitative Analytics team facing the Flow Rates Trading and FX Forwards desk based in New York. The successful candidate will be responsible for the full lifecycle development of interest rate and FX models and products in the in-house analytics library, delivering advanced pricing and risk management tools and providing cutting-edge analysis to the trading and sales teams. The role will require a sharp focus on the evolution of modelling and tooling frameworks, coordinating these efforts across relevant teams to ensure successful integration into the Firm’s strategic systems and frameworks.
What will you do?
- Partner with the trading desk to provide quantitative support to the business
- Full lifecycle development of advanced mathematical models in the Firm’s in-house analytics library
- Design and implement advanced pricing and risk management tools used directly by the trading and sales teams
- Provide technical leadership and expertise in the implementation and delivery of quantitative solutions including modernization of the current framework and the techniques used within it
- Work closely and collaboratively with trading, sales and marketing to establish clear requirements and specifications
- Work closely and collaboratively with IT partners to ensure that tools are fully and properly integrated into IT systems and applications according to business requirements
- Provide input into the development of the shared Quant and Technology architectural vision
What do you need to succeed?
Must-have
- High qualifications in mathematics and computing
- Knowledge of vanilla interest rates derivatives, FX and cash products for trading, pricing and risk management
- 5-7 years solid experience in a Quant role, preferably desk facing
- Experience in analytics library design and implementation including strong C++ skills
- Strong experience in Front Office development software including Excel and Python
- Knowledge of relevant applications and risk management systems and IT
- Knowledge of regulatory and Anti-Money Laundering procedures
- Understanding of front to back processes related to trading activity
- Strong written and oral communication skills
Nice-to-have
- A postgraduate degree in a quantitative discipline such as finance, economics, engineering, physics, mathematics or computing.
- Understanding of broad range of capital market products (cross-asset) beyond interest rate products
- Program management and regulatory delivery knowledge
What is 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, flexible benefits and competitive compensation
- Leaders who support your development through coaching and managing opportunities
- Opportunities to work with the best in the field
- 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
The Expected Salary Range For The Above Position Is $135,000 - $225,000 Depending On Factors Including But Not Limited To The Candidate’s Experience, Skills, Registration Status; Market Conditions; And Business Needs. This Salary Range Does Not Include Other Elements Of Total Compensation, Including A Discretionary Bonus And Benefits Such As A 401(K) Program With Company-Matching Contributions; Health, Dental, Vision, Life And Disability Insurance; And Paid Time-Off Plan. 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 · Generates Sustainable Shareholder Returns And Above Market Shareholder Value
#LI-POST
About RBC
Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance. Our success comes from the 94,000+ employees who leverage their imaginations and insights to bring our vision, values and strategy to life so we can help our clients thrive and communities prosper. As Canada's biggest bank and one of the largest in the world, based on market capitalization, we have a diversified business model with a focus on innovation and providing exceptional experiences to our more than 17 million clients in Canada, the U.S. and 27 other countries. Learn more at rbc.com. We are proud to support a broad range of community initiatives through donations, community investments and employee volunteer activities. See how at www.rbc.com/community-social-impact.
La Banque Royale du Canada est une institution financière mondiale définie par sa raison d'être, guidée par des principes et orientée vers l'excellence en matière de rendement. Notre succès est attribuable aux quelque 94 000+ employés qui mettent à profit leur créativité et leur savoir faire pour concrétiser notre vision, nos valeurs et notre stratégie afin que nous puissions contribuer à la prospérité de nos clients et au dynamisme des collectivités. Selon la capitalisation boursière, nous sommes la plus importante banque du Canada et l'une des plus grandes banques du monde. Nous avons adopté un modèle d'affaires diversifié axé sur l'innovation et l'offre d'expériences exceptionnelles à nos plus de 17 millions de clients au Canada, aux États Unis et dans 27 autres pays. Pour en savoir plus, visitez le site rbc.com/francais
Nous sommes fiers d'appuyer une grande diversité d'initiatives communautaires par des dons, des investissements dans la collectivité et le travail bénévole de nos employés. Pour de plus amples renseignements, visitez le site www.rbc.com/collectivite-impact-social.