Join RBC as a Quantitative Analyst specializing in financial models related to securitized products. This full time position is located in Toronto and emphasizes advanced quantitative analysis.
As a member of the Cash and Securitized Product Quantitative Analytics team, you will develop and refine models while ensuring they meet front-office and regulatory standards. Your expertise in financial instruments and risk management will be integral as you collaborate with traders and manage model performance effectively. Enhance your skills in a dynamic work environment.
Key Responsibilities:
• Develop and test rate and spread product models
• Provide insights to traders and risk managers on model outputs
• Document models and support validation processes
• Monitor and report model performance regularly
• Escalate any operational risks or deficiencies promptly
Requirements:
• Ph.D. or Master’s in a quantitative field
• Solid understanding of financial derivatives and pricing models
• Experience programming in Python or similar languages
• Excellent communication and analytical skills
• Quick learner and self-motivated
Contribute your expertise to advance RBC's analytical capabilities in Toronto.
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