Vice President Quantitative Risk Analytics
RBC — New York, New York, United States of America
Posted 2026-10-29
Job Description What is the opportunity? This role involves providing quantitative tools, analysis, and support to the trading desk. Key responsibilities include the development, delivery, and support of advanced mathematical models, as well as the development and testing of model and pricing applications. The position requires delivering modeling and analytical support to both trading desks and non-Front Office groups, while also contributing to special trading desk projects and secondments as needed. What will you do? Gather new requirements from the trading desk and manage delivery of solutions through quant libraries and associated IT systems. Management and ownership of existing pricing tools and operational framework; implementation of new ones. Front line, daily quantitative support and responsibility for North America Structured Rates Trading (SRT) overnight processes, such as risk and model marking. Desk projects calibrating and assessing performance of pricing and risk models. Agile modelling and mathematical valuation for pricing and risk of new products. Co-ordination with EMRM and GRM as part of the process of submitting front office developed models for vetting and us