GELP Program: Equity Derivative Structuring Intern

Royal Bank of Canada
New York
Sep 19, 2016
Sep 25, 2016
Employer Type
Direct Employer
Employment Type
Full Time
Job Board

About the Role

With over CAD115bn Market Capitalisation, RBC is one of the largest investment banks in the world. You will be part of one of fastest growing Equity Derivatives Businesses. The team is located in New York and consists of an experienced structuring team that provides Equity Derivatives Solutions to AMRS clients (Institutional Investors, Insurance Companies, Private Banks, Family offices). The role will be specifically dedicated to equity derivatives structured products. Daily interactions with trading, sales, and various support functions.

Primary Responsibilities

Price flow and exotic options (eg. basket options, barrier options, fund linked options etc)

Production of trade ideas (thematic ideas, market timing ideas)

Analysis of product sensitivities and suitability

Draft trade documentations (termsheets and other marketing materials)

Make use of the quant library and implement new additions

Develop Excel/VBA based tools in order to automate recurrent tasks

Required Skills

Strong mathematical/finance background

Good awareness of financial markets and the forces that drive them

Must be able to deliver under pressure

Attention to details

Leadership spirit: you will be expected to think outside the box and provide a fresh perspective on the business

Good programming skills