Vice President, Quantitative Analytics

Job Description

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

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

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

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

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 Job Skills C++ Programming Language, Client Counseling, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments,…