Vice President, Quant Analyst, Structured Rates
City of London, London, City of, United Kingdom
14d ago

What is the opportunity?

Opportunity to join a dynamic, global Front Office Quant team, working directly with the Structured Rates Trading desk within the Fixed Income, Currencies and Commodities (FICC) department in London.

The successful candidate will work as part of a growing team to partner with the trading desk, providing quantitative support through models, tools and general quantitative analysis.

What will you do?

  • Research, development and implementation of mathematical models and analytical tools to support to the Structured Rates Trading (SRT) business.
  • Practical implementation of in-house developed pricing models into trading environment.
  • Provision of quantitative analysis, research and tools to the desk to support trading and risk management activities.
  • Clear communication of complex quantitative concepts to Front Office and Risk Management functions.
  • Capture new requirements from the trading desk and manage delivery of solutions through quant libraries and associated IT systems.
  • Carry out special projects related to pricing models, trades, and risk management.
  • Assistance with the pricing of new products and feasibility of modelling approaches.
  • Must-have

  • Very high qualifications in physical sciences, mathematics, and computing.
  • Knowledge of derivatives and financial products, for trading, pricing and risk management.
  • Extensive experience in relevant programming languages and spreadsheet development
  • Advanced programming skills in C++.
  • Knowledge of relevant applications and risk management systems and technology.
  • Nice-to-have

  • Postgraduate degree in a highly numerate discipline such as finance, economics, 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 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.

    Employment Type : Permanent

    Career Level : Experienced Hire / Professional

    Pay Type : Salaried

    Position Level : CM - Vice President

    People Manager : Yes

    Application Deadline : 2017-12-06

    Req ID : 150277

    Flexible Working Options Considered

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