What is the opportunity?
The RBC Capital Markets Technology Group is seeking a senior-level technologist with experience in algorithmic trading engines, order management systems and smart order routing to work on a green field algorithmic trading framework. RBC Capital Markets is a fast paced business with frequently changing needs and requirements. Your ability to take ownership of issue resolutions combined with a natural sense of curiosity and pride in a job well done will help you to succeed in this role.
What will you do?
- Facilitate the build out of an enterprise wide cross-asset multi-strategy Algorithmic trading framework.
- Identify and implement solutions to optimize performance and maintain low latency
- Work with Traders and Quants within multiple desks (Fixed Income, Equities and Futures) to understand their requirement and formulate solutions.
- Works as a partner with Global Equities, FIC and Futures Trading Technology groups to innovate and create market leading products
- Promote and ensure compliance to the enterprise risk controls of the organization and external regulations
- Occasional travel not limited to Toronto, London.
What do you need to succeed?
- Proven track record in creating, maintaining, enhancing algorithmic trading engines, order management systems and/or smart order routing solutions across multiple asset classes
- Expert level knowledge of Java or C++ essential
- Experience processing high frequency Real Time market data products (eg Exegy, Activ, ION, Reuters)
- Thorough understanding of high capacity/low latency infrastructure (Solace, multicast, Infiniband, Ethernet, SolarFlare)
- Knowledge of memory management challenges that exist in high throughput low latency trading applications
- In-depth understanding of algorithmic trading, model calibration and statistical research strategies used by the Front Office groups.
- Excellent verbal and written communication skills
- Experience with database applications and working knowledge of SQL
- Working knowledge of C# is also preferred
- Knowledge of Pre and Post trade analytics, machine learning and pattern recognition is advantageous.
- Understanding of build and deployment management
- Experience as a member of a team providing L2 support
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.
- Collaborate closely with different stakeholders and in different lines of businesses across different regions
- Challenging and rewarding work on complex software systems and infrastructure
- Platform to actively drive change as we seek for continuous improvements
- Opportunity to lead a team that looks after a critical global platform
- Wide variety of activities and projects that will challenge and stretch your capabilities
Royal Bank of Canada is Canada's largest bank, and one of the largest banks in the world, based on market capitalization. We are one of North America's leading diversified financial services companies, and provide personal and commercial banking, wealth management, insurance, investor services and capital markets products and services on a global basis. We have over 80,000 full- and part time employees who serve more than 16 million personal, business, public sector and institutional clients through offices in Canada, the U.S. and 37 other countries.
Inclusion and Equal Opportunity Employment
RBC is an equal opportunity employer committed to diversity and inclusion. We are pleased to consider all qualified applicants for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, protected veterans status, Aboriginal/Native American status or any other legally-protected factors. Disability-related accommodations during the application process are available upon request.
City: New York
Work Hours/Week: 40+
Work Environment: Office
Employment Type: Regular - U.S.
Career Level: Experienced Hire/Professional
Pay Type: Salary + Variable Bonus
Required Travel (%): 0-25
People Manager: No
Application Deadline: 12/01/2017
Req ID: 120581
Posting Notes: SF:JB