Associate Director, RBC Capital Markets, LLC, New York, NY:
About The Position
Management and support of Single Stock Flow Derivatives Trading Platform. Responsibility for making decisions over trading strategy and direction of analytical platform. Research, implementation and maintenance of trading strategies and pricing models. These strategies and models are the core of the decision making process on the Single Stock Flow Derivatives trading desk and are used for risk management and trading of the derivatives portfolio. Perform market data calibration including fitting Volatility, Dividend and Borrow Cost data. These calibration routines provide the requisite data for the models used for trading decisions on the desk. Perform maintenance of the stability of flow trading models and platforms and taking a lead role in fixing issues in a timely manner. Responsibility for project management and maintaining priorities for enhancing the analytics platform.
Requirements
- Master’s degree in Financial Engineering, Quantitative Finance, Mathematics or a related field
- 3 years of related work experience
- System design and maintenance
- C++, Python, and C#
- Quantitative Finance
- Trading strategy implementation
- Data base languages (SQL and Q)
- Pricing and Risk model development
- ICE (Internet Communications Engine) framework
Nice To Haves
- Agile Methodology
- Business Data Analysis
- Business Process Modeling
- Commercial Acumen
- Communication
- Critical Thinking
- Decision Making
- Group Problem Solving
- Interpersonal Relationship Management
- Requirements Analysis
Responsibilities
- Management and support of Single Stock Flow Derivatives Trading Platform.
- Making decisions over trading strategy and direction of analytical platform.
- Research, implementation and maintenance of trading strategies and pricing models.
- Perform market data calibration including fitting Volatility, Dividend and Borrow Cost data.
- Perform maintenance of the stability of flow trading models and platforms and taking a lead role in fixing issues in a timely manner.
- Project management and maintaining priorities for enhancing the analytics platform.
Benefits
- 401(k) program with company-matching contributions
- health, dental, vision, life and disability insurance
- paid time-off plan
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Manager
