VP, Quantitative Analyst
Toronto, Ontario, Canada
18d ago

What is the opportunity?

We are looking for an experienced Quant to join a dynamic, Global Front Office Quant team within the Fixed Income, Currencies and Commodities (FICC) department in Toronto.

The successful candidate will work as part of team to partner with the North America Flow Rates trading desks, with the focus on developing and implementing new, and maintaining and / or enhancing existing swap pricing models and curve constriction algorithms as well as supporting trading strategy analytics.

What will you do?

  • Apply quantitative skills to research, develop, test, and implement curve construction algorithms for flow rates trading
  • Maintain and enhance existing pricing models and desk analytics tools
  • Gather new requirements from the trading desk and manage delivery and support of solutions through quant libraries and IT system
  • Research, development and implementation of mathematical models and analytical tools to support the Flow Rates Trading business.
  • Provision of quantitative analysis, research and tools to the desk to support trading and risk management activities.
  • What do you need to succeed?


  • PhD or MSC in Mathematics, Statistics, Operations Research, Physical Sciences, Computer Science or other numerate discipline
  • At least 3-5 years’ experience in flow rates modeling (swaps) including curve and relative value modeling
  • Experience in trading desk support
  • Strong programming skills in C / C++
  • Nice-to-have

  • Excellent communication skills
  • Experience in swap e-trading
  • What’s in it for you?

    We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper.

    We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

  • A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable
  • Leaders who support your development through coaching and managing opportunities
  • Ability to make a difference and lasting impact
  • Work in a dynamic, collaborative, progressive, and high-performing team
  • About RBC

    Royal Bank of Canada is Canada’s largest bank, and one of the largest banks in the world, based on market capitalization.

    We are one of North America’s leading diversified financial services companies, and provide personal and commercial banking, wealth management, insurance, investor services and capital markets products and services on a global basis.

    We have over 80,000 full- and part-time employees who serve more than 16 million personal, business, public sector and institutional clients through offices in Canada, the U.S.

    and 37 other countries.

    For more information, please visit rbc.com.

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    Inclusion and Equal Opportunity Employment

    RBC is an equal opportunity employer committed to diversity and inclusion.

    We are pleased to consider all qualified applicants for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, protected veterans status, Aboriginal / Native American status or any other legally-protected factors.

    Disability-related accommodations during the application process are available upon request.

    Work Hours / Week : 40+

    Work Environment : Trading Floor

    Employment Type : Permanent

    Career Level : Experienced Hire / Professional

    Pay Type : Salary + Variable Bonus

    Required Travel (%) : 0-25

    Exempt / Non-Exempt : N / A

    People Manager : No

    Application Deadline : 07 / 14 / 2018

    Posting Notes :

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