Director, Quantitative Risk Analytics, Core Quant

Job Opportunity

The GE Quantitative Analytics team is looking for an experienced core analytics quant/strat to greatly enhance our pricing and risk framework. In this role, the candidate will help with our quant library renovation effort. The candidate is expected to have a solid understanding of relevant financial mathematics and modeling, be familiar with basic architectural components of quant analytics, experienced in implementing scalable solutions, and be able to communicate effectively with tech and other quants.

Analytics Renovation:

• Lead modernization of legacy pricing libraries to current C++ standards (C++17/20)
• Refactor monolithic codebases into modular, testable components with clean separation of concerns
• Design clean, stable APIs that abstract pricing complexity from downstream consumers (risk systems, trading tools, front-end applications)
• Build messaging and serialization layers (e.g. Flat Buffers, Protobuf) for efficient cross-system communication

Software Management:

• Establish and enforce coding standards, API design patterns, and documentation practices across the quant library
• Work closely with technology teams to ensure library interfaces are robust, versioned, and well-documented

Must-have:

• Advanced degree (MS/PhD) in computer science, mathematical finance, applied mathematics/statistics, physics, engineering and a related field
• VP or Director level with:
• A minimum of 3-years of quant library development experience: skilled in mapping derivatives pricing requirement into a framework backed by abstract computer linguistic
• Good understanding of equity derivatives pricing, exposures to generic Monte-Carlo, PDE, and product scripting
• Experience in financial instruments, model data structure, risk-engine implementations and designing library APIs.
• Knowledge in C++ 20/17/14, proficiency in modern C++: STL, move semantic, template and initialization list
• Good communication skills.

Nice-to-have:

• Numerical acceleration: SIMD, hardware intrinsic (AVX
  512/AVX
  256/SSE
  42)
• Multi-thread, vectorized computation, GPU (CUDA/OpenCL)
• Debugging and memory check tools: msbuild
  
  Valgrind/ASAN
• Interoperability to C++: C FFI, C# p/invoke, Pybind
  11

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 and flexible benefits, competitive compensation, commissions, and stock where applicable
• Leaders who support your development through coaching and managing opportunities
• Work in a dynamic, collaborative, progressive, and high-performing team
• Opportunities to do challenging work
• Opportunities to take on progressively greater accountabilities

The Expected Salary Range For This Particular Position Is $210,000 - $275,000 Depending On Your Experience, Skills, And Registration Status, Market Conditions And Business Needs. You Have The Potential To Earn More Through RBC's Discretionary Variable Compensation Program Which Gives You An Opportunity To Increase Your Total Compensation, Provided The Business Meets Its Performance Targets And You Meet Your Individual Goals.

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