Quantitative Analyst for Securitized Products

Elevate your quantitative skills with RBC as a Quantitative Analyst focusing on securitized products. This full-time role involves developing models and supporting business operations in Toronto.

Join the Cash and Securitized Product Quantitative Analytics team at RBC, where you will enhance existing models and report on regulatory requirements. This position demands a strong foundation in financial instruments, and hands-on experience in developing rate and spread models is crucial. Engage with traders and risk managers while contributing to a robust analytical framework.

Key Responsibilities:

• Design and implement rate and spread product models

• Assist traders and risk managers in model interpretation

• Prepare documentation and submissions for model validation

• Track model performance according to regulatory guidelines

• Report operational risk and control deficiencies timely

Requirements:

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

• Knowledge of financial instruments and derivatives

• Proficient in Python or other programming languages

• Strong communication and analytical skills

• Ability to learn quickly and self-motivate

Support advanced analytics and strengthen RBC's commitment to excellence in the market.
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