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 agile 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.