Quantitative Analyst

RBC • Toronto, ON

20h • Onsite

About The Position

QTS Cross Products Quants team is looking for a Quantitative Associate, who would be focusing on developing, maintaining, and documenting valuation and risk models for capital and margin. Development includes modernizing the models and infrastructure to be able 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