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VP/Director, Quantitative Analyst, Counterparty Risk Trading

What is the opportunity?
Ongoing mathematical modelling and programming to support Counterparty Risk Trading (XVA desk), plus development, delivery and support of advanced mathematical models.

What will you do?
  • Carry out special projects related to pricing models, trades, and risk management in order to aid the CRT desk operations.
  • Maintainance and improvement of existing pricing tools and operational framework.
  • Development and implementation of miscellaneous tools to support trading and risk management activities.
  • Support the modelling requirements of the trading staff as needed.
  • Gather new requirements from the trading desk and manage delivery of solutions through quant libraries and associated IT systems.
  • Provide general day-to-day quantitative support to trading desk.
  • Assistance with the pricing of new products and feasibility of modelling approaches.
  • Co-ordination with GMO and GRM as part of the process of submitting front office developed models for vetting and use in the bank's risk framework

What do you need to succeed?

  • Very high qualifications on the physical sciences, mathematics, and computing.
  • Knowledge of derivatives and financial products, for trading, pricing and risk management.
  • Knowledge of counterparty risk models.
  • Extensive spreadsheet experience
  • Knowledge of relevant applications and risk managements systems and IT

  • Postgraduate degree in a highly numerate discipline such as finance, economics, engineering, physics, mathematics, or computing.
  • Programming skills in Python

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: 2017-11-17
Req ID: 148946
Posting Notes: [[mfield1]]