Quantitative Analyst

What is the opportunity? QTS Cross Products Quants team is looking for a Quantitative Associate, focusing on developing, maintaining, and documenting valuation and risk models for capital and margin. Development includes modernizing the models and infrastructure to optimize financing costs. What will you do? Development and implementation of tools to support trading desk, quantitative strategies infrastructure and risk management activities. Gather new requirements from the trading desk and manage delivery of solutions through quant libraries and IT systems. Provide day-to-day quantitative support to the trading desk. Provide desk-based research assistance as required. Coordinate with risk and functional teams in the process of submitting front-office developed models for vetting and use in the bank's risk framework. What do you need to succeed? Must have Master’s Degree in a quantitative discipline. Good understanding of mathematical finance. 2 years of relevant experience, preferably at a fixed‑income desk in a large financial institution. Programming: Python, C++, SQL. Demonstrated written and oral communication skills. Effective time management skills. Ability to meet consistently high-quality standards with simultaneous workstreams. Nice‑to-have Capital and margin metrics, regimes, analytics. Option pricing. Experience with credit/governments. Experience with FX/commodities. What’s in it for you? 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. Job Skills Client counseling Critical thinking Economic analysis Financial derivatives Financial instruments Investment banking analysis Investment risk management Market risk Quantitative methods #J-18808-Ljbffr RBC