Quantitative Analyst

Royal Bank of Canada • Toronto, ON

16h • Onsite

About The Position

The QTS Cross Products Quants team is seeking a Quantitative Associate to focus on developing, maintaining, and documenting valuation and risk models for capital and margin. This role involves modernizing models and infrastructure to optimize financing costs.

Requirements

• 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 Haves

• Capital and Margin metrics/regimes/analytics.
• Option Pricing
• Experience with Credit/Govies
• Experience with Fx/Commodities

Responsibilities

• 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.

Benefits

• bonuses
• flexible benefits
• competitive compensation
• commissions
• stock where applicable
• Leaders who support your development through coaching and managing opportunities.
• A world-class training program in financial services.
• Flexible work/life balance options.

What This Job Offers

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