• Job Description

  Req#: R-0000073172

  Job Summary

  Job Description

  WHAT IS THE OPPORTUNITY?

  QTS Cash Analytics team is looking for a Quantitative Associate, who would be focusing on developing, maintaining, and documenting valuation and risk models for fixed-income cash products including various kinds of bonds, IR and bond futures, options on futures, repos and loans.

  WHAT WILL YOU DO?

  • Development and implementation of tools to support trading desk, quantitative strategies infrastructure and risk management activities.

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

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

  • Provide desk-based research assistance as required.

  • Co-ordination with risk and functional teams as part of the process of submitting front office developed models for vetting and use in the bank's risk framework.

  WHAT DO YOU NEED TO SUCCEED?

  Must have:

  • Master’s Degree in a quantitative discipline.

  • Good understanding of mathematical finance.

  • 2 years of relevant experience preferably at a fixed-income desk in a large financial institution.

  • Programing: Python, C++, SQL.

  • Demonstrated ability in written and oral communication skills.

  • Effective time management skills.

  • Ability to meet consistently high-quality standards with simultaneous workstreams.

  Nice-to-have:

  • Experience of modeling Bond ETFs and Bond ETF Options.

  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.

  • A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable.

  • Leaders who support your development through coaching and managing opportunities.

  • Ability to make a difference and lasting impact.

  • Work in a dynamic, collaborative, progressive, and high-performing team.

  • A world-class training program in financial services.

  • Flexible work/life balance options.

  • Opportunities to do challenging work.

  ROAR - 610835680

  Job Skills

  Consulting, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative Methods

  Additional Job Details

  Address:

  RBC CENTRE, 155 WELLINGTON ST W:TORONTO

  City:

  TORONTO

  Country:

  Canada

  Work hours/week:

  37.5

  Employment Type:

  Full time

  Platform:

  Capital Markets

  Job Type:

  Regular

  Pay Type:

  Salaried

  Posted Date:

  2023-12-05

  Application Deadline:

  2023-12-12

  Inclusion and Equal Opportunity Employment

  At RBC, we embrace diversity and inclusion for innovation and growth. We are committed to building inclusive teams and an equitable workplace for our employees to bring their true selves to work. We are taking actions to tackle issues of inequity and systemic bias to support our diverse talent, clients and communities.
  
  We also strive to provide an accessible candidate experience for our prospective employees with different abilities. Please let us know if you need any accommodations during the recruitment process.

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• About the company

  Royal Bank of Canada (RBC), is a diversified financial services company. The Company provides personal and commercial banking, wealth management services, insurance, investor services and capital markets products and services on a global basis. The Com...

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