Vice President - Front Office Quantitative Analytics
RBC — TORONTO, Ontario, Canada
Posted 2026-08-18
Job Description WHAT IS THE OPPORTUNITY? As a Front Office Quantitative Analyst focused on Commodities you will work closely with the Sales and Trading teams. You will take ownership of quantitative initiatives that support trading and business development. WHAT WILL YOU DO? Partner with the trading desk to provide general day-to-day quantitative support to the trading desk. Gather and communicate new business requirements from sales and trading desks. Manage the delivery of solutions by leveraging in-house quantitative libraries and associated technology systems. Maintain, improve and develop risk management tools and operational framework. Develop and implement Commodity derivative pricing models to support trading and risk management activities. Work closely with trading, sales, risk and other functional teams on special projects related to product development, model usage and regulatory compliance. WHAT DO YOU NEED TO SUCCEED? Must have: Master or PhD degree in a quantitative discipline. Minimum 4+ years of relevant experience Expert knowledge of mathematical finance and derivatives pricing. Advanced programming skills with experience in C++ and Python. Strong writt