VP - Central Funding & Securitized Products Quants (Ontario)

VP - Central Funding & Securitized Products Quants (Ontario)

18 Aug
|
RBC
|
Ontario

18 Aug

RBC

Ontario

Job Description What is the prospect? An experienced quantitative analyst in the Central Funding & Securitized Products Quants team
Will design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.
What will you do? Apply quantitative analytics skills to collaborate with traders and IT teams to design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.
Prepare the model documentation and validation submissions, as well as tracking the model performance, per the internal policies and regulatory guidelines
Support RBC businesses by assisting the traders, risk managers, and product controllers to understand the models and interpret the model outputs
Develop and grow in terms of both the knowledge and relationship within the bank to work effectively in the immediate future as well as overtime
What do you need to succeed? Must-have Master degree and above in Mathematics/Finance/Computer Science;
Graduate work in finance, modeling, risk, or advanced certifications in finance are a strong plus
Experience with any of C#/C++/Python/VBA development in finance or risk
Knowledge of rate and spread products (trading usage, valuation, and risk measurement) required
Knowledge of the Bloomberg and Felix system a strong plus
At least 3 years of working experience a MUST
Nice-to-have Mortgage and securitized products experience a strong plus
Market risk experiences a strong plus
Previous FO quants experience a strong plus
Outstanding written and verbal communication skills
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
Leaders who support your development through coaching and managing opportunities
Work in a dynamic, collaborative, progressive, and high-performing team
Opportunities to do challenging work
Flexible work/life balance options
Job Skills C# .NET Programming, Credit Products, Fixed Income Products, Price Modeling, Python (Programming Language), Quantitative Methods, Securitized Products (Inactive)
Additional Job Details Address ROYAL BANK PLAZA, 200 BAY ST:TORONTO
City Toronto
Country Canada
Work hours/week 37.5
Employment Type Full time
Platform CAPITAL MARKETS
Job Type Regular
Pay Type Salaried
Posted Date 2026-05-28
Note Applications will be accepted until 11:59 PM on the day prior to the application deadline date above
Our Employment Opportunities At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One RBC. We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

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📌 VP - Central Funding & Securitized Products Quants (Ontario)
🏢 RBC
📍 Ontario

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