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Full-Time
On-Site

Vice President, Quantitative Analytics

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Description

This opportunity is for a Vice President, Quantitative Analytics to join a dynamic team in New York, supporting the Flow Rates Trading and FX Forwards desk. The role involves the full lifecycle development of interest rate and FX models, delivering advanced pricing and risk management tools, providing cutting-edge analysis, and focusing on the evolution and integration of modeling and tooling frameworks into strategic systems.

What We're Looking For

Key responsibilities include providing quantitative support to the trading desk, full lifecycle development of advanced mathematical models, designing and implementing advanced pricing and risk management tools, technical leadership in quantitative solutions, and close collaboration with trading, sales, marketing, and IT partners. Must-have qualifications include high qualifications in mathematics and computing, knowledge of vanilla interest rate derivatives, FX and cash products for trading, pricing and risk management, 5-7 years of solid desk-facing Quant experience, strong C++ skills and experience in analytics library design and implementation, strong experience in Front Office development software including Excel and Python, knowledge of relevant applications, risk management systems and IT, understanding of regulatory and Anti-Money Laundering procedures, familiarity with front to back processes related to trading activity, and strong written and oral communication skills.

Ideal Candidate

Nice-to-have qualifications include a postgraduate degree in a quantitative discipline such as finance, economics, engineering, physics, mathematics or computing, an understanding of a broad range of cross-asset capital market products beyond interest rate products, and program management and regulatory delivery knowledge.

Minimum Education

High qualifications in mathematics and computing; Postgraduate Degree preferred

Hard Skills

C++ Programming Language
Client Counseling
Critical Thinking
Derivatives
Economic Analysis
Financial Instruments
Foreign Exchange Market
Interest Rate Models
Interest Rate Risk Analysis
Interest Rates
Investment Banking Analysis
Investment Risk Management
Market Risk
Microsoft Excel
Microsoft Excel Functions
Microsoft Excel VBA Programming
Python (Programming Language)
Quant Finance
Quantitative Analytics
Quantitative Data
Quantitative Methods
Quantitative Models

Soft Skills

Strong written and oral communication skills

Work Hours

40 hours/week

Benefits

Comprehensive Total Rewards Program (including bonuses
flexible benefits and competitive compensation)
leaders who support development through coaching and managing opportunities
opportunities to work with the best in the field
ability to make a difference and lasting impact
work in a dynamic
collaborative
progressive
and high-performing team
a world-class training program in financial services
a 401(K) program with company-matching contributions
health
dental
vision
life and disability insurance
and a paid time-off plan.

About the Company

R

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.

Purpose-driven
Inclusive
Innovative
Collaborative
Professional
View all jobs at Royal Bank of Canada

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