# Credit Algo Quant

**Company**: RBC
**Location**: New York, New York
**Experience**: senior
**Job type**: full-time
**Salary**: $85,000 - $160,000
**Category**: Finance
**Industry**: Finance

**Apply**: https://rbc.wd3.myworkdayjobs.com/en-US/RBCGLOBAL1/job/New-York-New-York-United-States-of-America/Credit-Algo-Quant_R-0000186520-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_60153999-56b

## Description

We are seeking a Credit Algo Quant to provide quantitative tools, analysis, and support to the GSP algorithmic trading desks. You will develop, deliver, and support advanced mathematical and data-driven models for credit electronic trading.

**Responsibilities:**

- Research, develop, and implement mathematical models for price and risk of corporate bonds as part of electronic trading algorithms.

- Improve existing models, tools, and operational frameworks.

- Support ad-hoc requests for quantitative tools and analysis from corporate bond electronic trading desk.

- Document products and models.

- Work closely with risk and control functions to achieve and maintain formal validation of models for official reporting.

**Requirements:**

- Post-graduate degree in a quantitative area such as mathematics, physics, finance, engineering, or computer science.

- At least 3 years of experience providing quantitative support to trading desks.

- Knowledge of corporate bond products and markets and experience with electronic trading.

- Strong numerical and analytical programming skills.

- Strong written and verbal communication skills.

- The ability to approach novel problems systematically and with tenacity.

**Benefits:**

- A 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.

- A world-class training program in financial services.

- Flexible work/life balance options.

- Opportunities to do challenging work.

- Opportunities to take on progressively greater accountabilities.

- Access to a variety of job opportunities across business and geographies.

**Salary:** $85,000 - $160,000 per year, depending on factors including but not limited to the candidate's experience, skills, registration status, market conditions, and business needs.

## Skills

### Required
- Algorithmic Trading
- Credit Trading
- Critical Thinking
- Economic Analysis
- Financial Data
- Financial Instruments
- Investment Risk Management
- Java
- Kdb+
- Python
- Quantitative Methods
- Quantitative Models

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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/Credit-Algo-Quant_R-0000186520-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)