Royal Bank of Canada·27 days ago
27 days ago
Vice President, Senior Front Office Quant, RBC Capital Markets, LLC, New York, NY:
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About this role
Join us as Vice President, Senior Front Office Quant, where you will apply quantitative and programming skills to develop and implement securitised products and structured credit models. Lead front office analytic tools, collaborate with trading teams, and ensure compliance with firm policies. Ideal for experienced quantitative professionals with expertise in Python, C++, and financial modeling.
Skills
- python
- c++
- quantitative modeling
- statistical analysis
- machine learning
- regression analysis
- markov models
- stochastic processes
- time-series analysis
- risk simulation
- model calibration
- back-testing
- fixed income modeling
- structured product modeling
- credit risk modeling
- value-at-risk calculations
- loan performance analysis
- duration analysis
- convexity analysis
- option adjusted spread analysis
- sql
- data pipeline development
- cloud computing
- database integration
- financial instruments
- investment banking analysis
- investment risk management
- client counseling
Company
Royal Bank of Canada
New York, United States of America
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