Central Funding & Securitized Products Quants

RBC • Toronto, ON

3d • Onsite

About The Position

An experienced quantitative analyst in the Central Funding & Securitized Products Quants team will design, implement, test, and roll out the rate and spread product models in the current and future analytical environment. This role involves applying quantitative analytics skills to collaborate with traders and IT teams, preparing model documentation and validation submissions, and tracking model performance according to internal policies and regulatory guidelines. The role also supports RBC businesses by assisting traders, risk managers, and product controllers in understanding models and interpreting their outputs. The position offers opportunities for professional growth in knowledge and relationships within the bank.

Requirements

• Master degree and above in Mathematics/Finance/Computer Science
• Experience with any of C#/C++/Python/VBA development in finance or risk
• Knowledge of rate and spread 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 are a strong plus
• Knowledge of the Bloomberg and Felix system a strong plus
• Mortgage and securitized products experience a strong plus
• Market risk experiences a strong plus
• Previous FO quants experience a strong plus

Responsibilities

• Apply quantitative analytics skills to collaborate with traders and IT teams to design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.
• Prepare the model documentation and validation submissions, as well as tracking the model performance, per the internal policies and regulatory guidelines.
• Support RBC businesses by assisting the traders, risk managers, and product controllers to understand the models and interpret the model outputs.
• Develop and grow in terms of both the knowledge and relationship within the bank to work effectively in the immediate future as well as overtime.

Benefits

• A comprehensive Total Rewards Program including bonuses and flexible benefits
• competitive compensation
• Leaders who support your development through coaching and managing opportunities
• Work in a dynamic, collaborative, progressive, and high-performing team
• Opportunities to do challenging work
• Flexible work/life balance options

What This Job Offers

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