Vice President, Capital Markets Treasury Quant
RBC — TORONTO, Ontario, Canada
Posted 2026-08-13
Job Description WHAT IS THE OPPORTUNITY? The Vice President, Quantitative Analysis role within the Capital Markets Treasury Quant Team focuses on developing and implementing new quantitative models while maintaining and enhancing existing rate and spread product models and related analytical tools. This position emphasizes Capital Markets Treasury operations, particularly funding and liquidity transactions, fixed income investments, and related hedging derivatives. The primary contribution of this role is ensuring that Capital Markets Treasury maintains robust analytical models and tools that meet current and future market conditions and regulatory requirements, enabling informed decision-making and effective risk management. WHAT WILL YOU DO? Model Development and Implementation: Design, implement, test, and deploy rate and spread product models within the current analytical environment, applying advanced quantitative methods to address complex financial problems. Ensure models are accurate, efficient, and aligned with business requirements and regulatory standards. Business Support and Stakeholder Engagement: Provide comprehensive support to Capital Markets Treasury business part