Vp, Rampp Quants

**Come Work with Us**

At RBC, our culture is deeply supportive and rich in opportunity and reward. You will help our clients thrive and our communities prosper, empowered by a spirit of shared purpose.

Whether you’re helping clients find new opportunities, developing new technology, or providing expert advice to internal partners, you will be doing work that matters in the world, in an environment built on teamwork, service, responsibility, diversity, and integrity.

**Job Title**

VP, RAMPP Quants

**WHAT IS THE OPPORTUNITY?**

This is a Front Office Quant role that provides quantitative tools, analysis, and support to the TMS trading desk. The mandate also covers the IBOR transitions and ad-hoc end user computing development for business initiatives.

**WHAT WILL YOU DO?**
- Provide Quant Support for IR and IR derivatives: canonical risk generation, PDH. P/L and P/L Decomposition.
- Liaise with T&O and Capital Market Technology to deliver TMS Business Initiatives
- Support and/or deliver Front Office based initiatives, which may leverage End User computing tools in accordance with firm compliance policies
- Provide test suites and model documentation for IR derivative models.
- Cover secondment to different trading desks to implement special projects/models.

**WHAT DO YOU NEED TO SUCCEED?**

**Must have**:

- Masters in Finance/Financial Engineering. In absence, of a Masters, a bachelors in STEM with at least 2-3years of experience as a quant-dev in the fixed-income derivatives business.
- Knowledge of derivatives and financial products for trading, pricing, and risk management.
- Skilled programmer in Python and Excel VBA.

**Nice-to-have**:

- Strategic thinker with excellent interpersonal skills to work across functions and businesses.

**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.

**Job Summary**

**Address**:
TORONTO, Ontario, Canada

**City**:
CAN-ON-TORONTO

**Country**:
Canada

**Work hours/week**:
37.5

**Employment Type**:
Full time

**Platform**:
Capital Markets

**Job Type**:
Regular

**Pay Type**:
Salaried

**Posted Date**:
2023-01-26-08:00

**Application Deadline**:
2023-03-20-07:00

**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.

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