VP - Funding & Securitized Products Quants

Position: VP - Central Funding & Securitized Products Quants

Job Description

What is the opportunity?An experienced quantitative analyst in the Central Funding & Securitized Products Quants teamwill design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.
What will you do?

Apply quantitative analytics skills to collaborate with traders and IT teams to design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.

Prepare the model documentation and validation submissions, as well as tracking the model performance, per the internal policies and regulatory guidelines

Support RBC businesses by assisting the traders, risk managers, and product controllers to understand the models and interpret the model outputs

Develop and grow in terms of both the knowledge and relationship within the bank to work effectively in the immediate future as well as overtime

What do you need to succeed?
Must-have

Master degree and above in Mathematics/Finance/Computer Science;

Graduate work in finance, modeling, risk, or advanced certifications in finance are a strong plus

Experience with any of C#/C++/Python/VBA development in finance or risk

Knowledge of rate and spread products (trading usage, valuation, and risk measurement) required

Knowledge of the Bloomberg and Felix system a strong plus

At least 3 years of working experience a MUST

Nice-to-have

Mortgage and securitized products experience a strong plus

Market risk experiences a strong plus

Previous FO quants experience a strong plus

Outstanding written and verbal communication skills

What’s 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 and flexible benefits, competitive compensation

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

Flexible work/life balance options

#LIPOST
Job Skills
C# .NET Programming, Credit Products, Fixed Income Products, Price Modeling, Python (Programming Language), Quantitative Methods, Securitized Products (Inactive)
Additional Job Details

Address:

ROYAL BANK PLAZA, 200 BAY ST:

TORONTO

City:

Toronto

Country:

Canada

Work hours/week:

37.5

Employment Type:

Full time

Platform:

CAPITAL MARKETS

Job Type:

Regular

Pay Type:

Salaried

Posted Date:

Final date to receive applications:

Note: Applications will be accepted until 11:59 PM on the day prior to the Final date to receive applications date above
Our Employment Opportunities
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.

Join our Talent Community

Stay in-the-know about great career opportunities n up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.

Expand your limits and create a new future together d out how we use our passion and drive to enhance the well-being of our clients and communities at

RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity lified applicants may be contacted to review their resume in more detail.