Associate/VP Credit Quant Strat
Description
RBC is seeking a Quant Strat to join the EU Credit Algo team. The role requires experience as a desk quant or within a quant team focused on algorithmic pricing, with an understanding of European credit market microstructure. Key responsibilities include model development, data analysis for alpha opportunities, risk management, and testing/validation of strategies.
What We're Looking For
Refine and extend existing trading strategies, applying research and statistical analysis to evaluate bonds.,Work with large datasets to identify alpha opportunities and find market patterns.,Work on risk factor modelling, hedging strategies, and portfolio optimisation.,Implement backtesting strategies and perform ongoing monitoring to analyse strategy performance.,Experience with prototyping or scripting languages (Python/R) supplemented with some experience in a core language (Java/C++).,Experience working with large datasets.,Hands-on experience working with datasets for signals research in fixed income or equity.,Post-graduate degree in a quantitative field (e.g., engineering, computer science, physics, maths) with deep knowledge of probability, statistics, and numerical analysis.,Strong attention to detail with a commitment to delivering high-quality work.,Strong written and verbal communication skills.
Ideal Candidate
Candidates holding a post-graduate degree in a quantitative field (including but not limited to engineering, computer science, physics and maths) with a deep knowledge of probability, statistics and numerical analysis.
Minimum Education
Post-graduate degree in a quantitative field
Hard Skills
Soft Skills
Work Hours
35 hours/week
Benefits
About the Company
Royal Bank of Canada
Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance. As Canada's largest bank, it provides personal and commercial banking, wealth management, and capital markets services to over 17 million clients worldwide.
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