Quantitative Analyst (6 month contract)
About the role
Job Description
What You Will Do
- Full lifecycle development and maintenance of advanced mathematical models in the firm’s in-house analytics library
- Partner with trading and sales teams to design and implement advanced pricing and risk management tools
- Provide technical leadership and expertise in the delivery of quantitative support including modernisation of the current framework and the techniques used within it
- Work closely and collaboratively with trading, sales and support functions to establish clear requirements and specifications
- Work closely and collaboratively with relevant QTS 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
Must have
- Postgraduate degree (Msc or higher) in a quantitative discipline such as engineering, physics, mathematics, applied mathematics or computing
- Strong software development skills with C++/Python/Excel/VBA
- Knowledge of relevant applications and risk management systems
- Strong interest in financial markets
- Strong written and oral communication skills
- Strong problem-solving skills
Nice to have
- Understanding of a broad range of capital market products (cross-asset) beyond interest rate products
- Knowledge of vanilla interest rates derivatives and FX models use for pricing and risk management
- Previous experience in a Quant role, preferably desk facing
- Previous experience in library design and implementation
- Previous experience in Front Office software development including Excel and Python
- Program management and regulatory delivery knowledge
- Understanding of front to back processes related to trading activity
Job Skills
Client Counseling, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative Methods
Additional Job Details
Address:
PERSIARAN IRC 2, IOI RESORT CITY IOI CITY TOWER ONE:PUTRAJAYA
City:
Putrajaya
Country:
Malaysia
Work hours/week:
40
Employment Type:
Full time
Platform:
CAPITAL MARKETS
Job Type:
Contract (Fixed Term)
Pay Type:
Salaried
Posted Date:
2025-10-06
Application Deadline:
2025-11-30
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.
Quantitative Analyst (6 month contract)
About the role
Job Description
What You Will Do
- Full lifecycle development and maintenance of advanced mathematical models in the firm’s in-house analytics library
- Partner with trading and sales teams to design and implement advanced pricing and risk management tools
- Provide technical leadership and expertise in the delivery of quantitative support including modernisation of the current framework and the techniques used within it
- Work closely and collaboratively with trading, sales and support functions to establish clear requirements and specifications
- Work closely and collaboratively with relevant QTS 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
Must have
- Postgraduate degree (Msc or higher) in a quantitative discipline such as engineering, physics, mathematics, applied mathematics or computing
- Strong software development skills with C++/Python/Excel/VBA
- Knowledge of relevant applications and risk management systems
- Strong interest in financial markets
- Strong written and oral communication skills
- Strong problem-solving skills
Nice to have
- Understanding of a broad range of capital market products (cross-asset) beyond interest rate products
- Knowledge of vanilla interest rates derivatives and FX models use for pricing and risk management
- Previous experience in a Quant role, preferably desk facing
- Previous experience in library design and implementation
- Previous experience in Front Office software development including Excel and Python
- Program management and regulatory delivery knowledge
- Understanding of front to back processes related to trading activity
Job Skills
Client Counseling, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative Methods
Additional Job Details
Address:
PERSIARAN IRC 2, IOI RESORT CITY IOI CITY TOWER ONE:PUTRAJAYA
City:
Putrajaya
Country:
Malaysia
Work hours/week:
40
Employment Type:
Full time
Platform:
CAPITAL MARKETS
Job Type:
Contract (Fixed Term)
Pay Type:
Salaried
Posted Date:
2025-10-06
Application Deadline:
2025-11-30
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.