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.
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.
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.
High qualifications in mathematics and computing; Postgraduate Degree preferred
40 hours/week
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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