- Search jobs
- North York, ON
- quantitative research analyst
Quantitative research analyst Jobs in North York, ON
Create a job alert for this search
Quantitative research analyst • north york on
Quantitative Analyst - Counterparty Risk Trading
Royal Bank of Canada>TORONTO, Canada- New!
Research Analyst
BoydenON, CA- Promoted
Research And Policy Analyst
Association of Native Child and Family Services Agencies of Ontario (ANCFSAO)Ontario, Canadaquantitative analyst
Nordic Selfcare InstituteMarkham, ON, CAQuants Analyst / Financial Engineer
CB CanadaToronto, Ontario, CanadaClinical Research Analyst
University Health NetworkToronto, ON, CATechnology Research Analyst
Fidelity InvestmentsTorontoMarket Research Analyst
VosynToronto, Ontario, Canada- Promoted
Quantitative UX Researcher
StripeToronto, ON, CanadaRESEARCH ANALYST 2
City of TorontoTORONTO, ON, CASenior Quantitative Treasury Analyst
Alterna SavingsToronto, ON, CASenior Quantitative Analyst, TDS
The Toronto-Dominion Bank (Canada)Toronto, Ontario- Promoted
Quantitative Developer
CanDealToronto, ON, CanadaResearch Analyst
University of TorontoToronto, ON, CA- Promoted
Senior Investment Research Analyst
Optimize Wealth ManagementToronto, ON, CanadaSenior Quantitative Analyst, Model Validation
CIBCToronto, ONQuantitative Research Analyst
Waterfront International LtdToronto, ONTQuantitative Analyst Specialist
Canada Mortgage and Housing Corporation (CMHC)Toronto, ONResearch Analyst - Institute for Mental Health Policy Research
Centre for Addiction and Mental HealthToronto, ON- Promoted
Metals Research Market Trade Analyst
VacoRichmond Hill, ON, CAQuantitative Analyst - Counterparty Risk Trading
Royal Bank of Canada>TORONTO, CanadaJob Summary
Job Description
What is the opportunity?
Seeking a Quantitative Analyst to join our Counterparty Risk Trading Quants Desk. The role focuses on developing models and quantitative tools to support the Counterparty Risk Trading desk (XVA desk) with a goal of improving their capabilities in risk managing the derivatives valuation adjustments across the global derivatives businesses.
What will you do?
Maintenance and improvement of existing pricing models and tools (20%)
Development and implementation of miscellaneous tools to support trading and risk management activities (20%)
Carry out special projects related to pricing models, trades, and risk management in order to aid the CRT desk operations (30%)
Gather new requirements from the trading desk and manage delivery of solutions through quant libraries and associated IT systems (10%)
Support the modelling requirements of the trading staff as needed (20%)
Proactively identify operational risks / control deficiencies in the business
Ongoing and advanced mathematical modelling and programming to support Counterparty Risk Trading. Also assisting with trading activities in London when required, exploring and implementing robust solutions to day-to-day problems, including but not limited to assisting and addressing PnL issues should those arise
Special Trading Desk Projects
Model documentation and building test suites for RAMPP derivatives models
What do you need to succeed?
Must-have
Knowledge of derivatives and financial products, for trading, pricing and risk management
Advanced programming skills in C++ and Python
Ideally working knowledge of derivatives valuation adjustments
Solid experience in a quantitative role in Finance
Must work effectively with the other quant, technology and business functions.
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.
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
LI-Post
LI-Hybrid
Job Skills
Additional Job Details
Address :
ROYAL BANK PLAZA, 200 BAY ST : TORONTO
City : TORONTO
Country : Canada
Work hours / week : 37.5
Employment Type : Full time
Platform : CAPITAL MARKETS
Job Type : Regular
Pay Type : Salaried
Posted Date : 2025-03-12
Application Deadline :
2025-03-31
Note : Applications will be accepted until 11 : 59 PM on the day prior to the application deadline date above
I nclusion and Equal Opportunity Employment
At RBC, we embrace diversity and inclusion for innovation and growth. We are committed to building inclusive teams and an equitable workplace for our employees to bring their true selves to work. We are taking actions to tackle issues of inequity and systemic bias to support our diverse talent, clients and communities.
We also strive to provide an accessible candidate experience for our prospective employees with different abilities. Please let us know if you need any accommodations during the recruitment process.
Join our Talent Community
Stay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.
Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com .