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Vice President, Quant Analyst, Structured Rates

What is the opportunity?
Development of quantitative tools and on-desk analytics for Rates Trading in the Fixed Income and Currencies with a particular emphasis on Structured Rates Trading. Day-to-day quantitative support to trading desk including development of fully functional prototypes and other tactical analytical applications for Trading and Sales.

What will you do?
  • Development of tools and performing analysis for the Rates Trading team in support of their daily activities of valuing and risk managing their derivatives positions.
  • Build on-desk analytic tools for the Rates Trading desk.
  • Gather new requirements from the trading desk, provide solutions by exposing quant libraries through usable prototypes.
  • Interface with IT to ensure that both prototypes and other initiatives evolve into strategic bank technology
  • Provide general day-to-day quantitative support to trading desk.
  • Development and implementation of miscellaneous tools to support trading and risk management activites
  • Analysis of performance of existing models
  • Maintenance and improvement of existing pricing tools
  • Proactively identify operational risks/ control deficiencies in the business
  • Review and comply with Firm Policies applicable to your business activities. Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions on a timely basis

What do you need to succeed?
  • High qualifications on the physical sciences, mathematics, and/or computing
  • Experience working in a quantitative function closely associated with trading desk in a major financial institution
  • Knowledge of vanilla rates derivatives, cash products and complex rates products.
  • Advanced mathematics including stochastic calculus.
  • Programming skills in C++, Python and Visual Basic.
  • Extensive spreadsheet experience including VBA programming
  • Knowledge of relevant applications and risk managements systems and IT

  • Advanced degree in a highly numerate discipline such as finance, engineering, physics, mathematics, or computing

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.


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 .

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.

City: City of London
Address: Thames Court
Work Hours/Week: 35
Work Environment: Office
Employment Type: Permanent
Career Level: Experienced Hire/Professional
Pay Type: Salaried
Position Level: CM - Vice President
Required Travel(%): 0-25
Exempt/Non-Exempt: N/A
People Manager: Yes
Application Deadline: 2017-12-15
Req ID: 150988

Flexible Working Options Considered