Quantitative Analyst, VP

Royal Bank of Canada
New York
Sep 15, 2016
Sep 23, 2016
Employer Type
Direct Employer
Employment Type
Full Time
Job Board

What is the opportunity?

A role as a Quantitative Analyst in the Fixed Income and Currencies Team with a focus on researching, developing and implementing derivatives pricing models and providing quantitative support to the trading desks using those models. The role will entail support of desks ranging from Flow Rates to Structured Rates Trading. One of the main contributions of the role will be the implementation of robust and scalable derivatives pricing models that leverage and extend existing infrastructure in an efficient manner.

What will you do?

- Apply your quantitative skills to research, develop and implement derivatives pricing models.

- Provide general day-to-day quantitative support to trading desk.

- Communicate quantitative concepts clearly to business users.

- Gather new requirements from the trading desk and manage delivery of solutions through quant libraries and IT systems.

What do you need to succeed?


- 3-5 years of experience working as a Quantitative Analyst at a financial institution

- Knowledge of vanilla rates and structured interest rate derivatives

- Advanced numerical and analytical programming skills in C++

- Knowledge of advanced mathematics including stochastic calculus.


- Postgraduate degree in a highly numerate discipline

- Knowledge of risk managements systems and IT

- Knowledge of derivatives in other asset classes than interest rates (eg: credit)

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.

- Ability to make a difference and lasting impact

- Opportunities to do challenging work

- Opportunities to take on progressively greater accountabilities

- Opportunities to building close relationships with different business functions.

About RBC
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 employ approximately 78,000 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 39 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: Permanent
Career Level: Experienced Hire/Professional
Pay Type: Salaried
Required Travel (%): 0-25
Exempt/Non-Exempt: Exempt
People Manager: No
Application Deadline: 09/30/2016
Req ID: 114311

Posting Notes: None