# Quantitative Analyst

**Company**: RBC
**Location**: New York, New York
**Job type**: full-time
**Salary**: $135,000 - $225,000
**Category**: Finance
**Industry**: Finance

**Apply**: https://rbc.wd3.myworkdayjobs.com/en-US/RBCGLOBAL1/job/New-York-New-York-United-States-of-America/Vice-President-Quantitative-Risk-Analytics_R-0000175492-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_497ab529-14a

## Description

This role involves providing quantitative tools, analysis, and support to the trading desk. Key responsibilities include the development, delivery, and support of advanced mathematical models, as well as the development and testing of model and pricing applications.

Responsibilities:

- Gather new requirements from the trading desk and manage delivery of solutions through quant libraries and associated IT systems.

- Manage and own existing pricing tools and operational framework; implement new ones.

- Provide front-line, daily quantitative support and responsibility for North America Structured Rates Trading (SRT) overnight processes, such as risk and model marking.

- Work on desk projects calibrating and assessing performance of pricing and risk models.

- Perform agile modelling and mathematical valuation for pricing and risk of new products.

- Coordinate with EMRM and GRM as part of the process of submitting front office developed models for vetting and use in the bank's risk framework.

- General responsibilities, as a member of the global quant team:

- 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.

- Identify, assist, and manage operational risks/control deficiencies in the business.

- Help to recruit, retain, and develop top talent.

Requirements:

- Degree in Mathematics/Physical Sciences/Financial Mathematics.

- Knowledge of derivatives and financial products, for trading, pricing, and risk management.

- Knowledge of programming (C++/Python) and software systems.

Nice-to-have:

- A postgraduate degree, especially PhD, in a quantitative discipline such as physics, mathematics, computing, or finance, economics, engineering.

- Skilled programmer in C++/Python.

- Strong written and oral communication skills.

- Team-focused. Must work effectively with other quants, technology, and business functions.

- Tenacious and adaptable.

- Ability to build and maintain strong working relationships.

- Flexible, enthusiastic, and positive attitude.

Benefits:

- Comprehensive Total Rewards Program including bonuses and flexible benefits.

- Competitive compensation, commissions, and stock where applicable.

- Leaders who support your development through coaching and managing opportunities.

- Ability to make a difference and lasting impact.

- Work in a dynamic, collaborative, progressive, and high-performing team.

- Flexible work/life balance options.

## Skills

### Required
- Mathematics
- Physical Sciences
- Financial Mathematics
- C++
- Python
- derivatives
- financial products
- trading
- pricing
- risk management

### Nice to have
- postgraduate degree
- PhD
- quantitative discipline
- physics
- computing
- finance
- economics
- engineering
- C++/Python
- communication skills
- teamwork
- adaptability

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Source: [Apply at rbc.wd3.myworkdayjobs.com](https://rbc.wd3.myworkdayjobs.com/en-US/RBCGLOBAL1/job/New-York-New-York-United-States-of-America/Vice-President-Quantitative-Risk-Analytics_R-0000175492-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)