Vice President, Senior Front Office Quant, RBC Capital Markets, LLC, New York, NY:
RBC — New York, New York, United States of America
Posted 2026-10-14
Job Description Vice President, Senior Front Office Quant, RBC Capital Markets, LLC, New York, NY: Responsible to apply quantitative and programming skills to research, develop, test, and implement securitized products and structured credit pricing / default / loss models. Build and maintain agency and non-agency mortgage prepayment and default models. Build front office analytic tools for trading and risk. Effectively collaborate with traders, risk managers, IT and other functions to support trading activities. Identify operational risk/ control deficiencies in the business. Review and comply with Firm Policies applicable to Central Funding Group (CFG) business activities (funding, trading, and investment). Escalate operational risk loss events, control deficiencies and risks that are identified to line manager and the relevant control functions on a timely basis. Conduct data analysis, simulation and forecasting with statistical and machine learning techniques. Leverage object-oriented programming (OOP) principles, utilizing C++, Python and R programming languages to implement high performance model libraries. Integrate prepayment models into PolyPaths system with Intex. Construc