Associate. Central Funding & Securitized Products Quants

RBC • Toronto, ON

3d • Onsite

About The Position

An entry level quantitative analyst in the Central Funding Group will focus on building out cross-asset derivate analytics models in shared model library platform supporting CFG business, including developing and implementing new, and maintaining, enhancing and supporting existing models. One of the main contributions of the role will be support model library integration with downstream systems, including Oscar systems and Sophis.

Requirements

• Master degree in Mathematics/Finance/Computer Science
• Experience with any of C++/Python/VBA/MATLAB development in finance or risk
• Knowledge of equity and fixed income products (trading usage, valuation, and risk measurement) required
• Outstanding written and verbal communication skills

Nice To Haves

• Graduate work in finance, modeling, risk, or advanced certifications in finance
• Previous FO quants experience
• Knowledge of the Bloomberg and Sophis system
• Market risk experience

Responsibilities

• Apply quantitative analytics skills to collaborate with CFG quants to design, implement, test, and roll out CFG cross-asset derivative models in the GOAL analytics environment
• Support the CFG business by assisting CFG traders in understanding analytic pricing models and how to book trades into GOAL and helping them in model testing
• Support the preparation of CFG’s model documentation and validation submissions
• Review and comply with Firm Policies applicable to CFG business activities
• Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions on a timely basis

Benefits

• A comprehensive Total Rewards Program including bonuses and flexible benefits
• competitive compensation
• commissions
• stock where applicable
• Leaders who support your development through coaching and managing opportunities
• Flexible work/life balance options
• Work in a dynamic, collaborative, progressive, and high-performing team
• Ability to make a difference and lasting impact

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level