Quantitative Analyst Securitized Products

Position: Quantitative Analyst for Securitized Products
Drive innovation in securitized products as a Quantitative Analyst elop and maintain models while supporting traders and risk managers in a collaborative environment.

RBC's Cash and Securitized Product Quantitative Analytics team seeks an Associate Quantitative Analyst. The successful candidate will focus on modeling rate and spread products and will heavily emphasize regulatory reporting. You will also contribute to ensuring the analytical framework aligns with best practices and user requirements.

Key Responsibilities:

• Design and implement rate and spread product models

• Aid traders and risk managers in model comprehension

• Prepare model documentation and validation submissions

• Ensure compliance with internal policies and regulations

• Report operational risk events promptly

Requirements:

• Ph.D. or Master’s in mathematics, statistics, physics, or computer science

• Knowledge of financial instruments and derivatives

• Experience in Python, C++, or C# programming

• Strong analytical and communication skills

• Ability to learn quickly and work autonomously

Leverage your quantitative skills to enhance RBC's front-office operations in this impactful role.
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