Derivative Valuation Analyst

Derivative Valuation Analyst role at RBC . Job Description The Derivative Valuation Analyst is responsible for the timely and accurateanalysis, valuation, validation and reconciliation of Listed, OTC (Over the Counter) Bilateral and OTC Cleared Derivatives, as well as alternative investment products. This role impacts key lines of business including fund services, pension reporting, insurance reporting, custody reporting and all value added services. Position may cover a late and/or rotating shift schedule. What will you do? Perform the daily routine tasks such as setup of Listed Derivatives and OTC Derivatives in Valuation systems. Perform tasks for listed Derivatives pricing and analyze price movements. Valuate OTC/alternative instruments and measure the impact of daily changes in market data inputs to instrument value. Reconcile against third‑party statements. Act as the main liaison with Investment Managers and the internal Trades processing team on new deals and support the communication of deal price variances that exceed tolerances to the Investment Managers and obtain confirmation. Participate in research of appropriate valuation methodology for new complex OTC products traded by clients. Participate in the execution around key project deliverables and identify opportunities to streamline processes and increase productivity. Ensure compliance with all policies, procedures and standards for all aspects of the business as defined through Risk, Compliance, Operational reviews and audits. Cover early/late shifts to support the business within the global operating model. What do you need to succeed? Undergraduate Degree in Finance, Math or Engineering. 2+ years of solid experience with Derivatives in a middle or back office environment. Experience with OTC Derivatives valuation systems and workflows. Strong understanding of Reuters, Bloomberg and other financial data providers. Strong PC skills (advanced proficiency in MS Excel, basic coding such as VBA). What’s in it for you? Excellent exposure to communicate with various business partners and stakeholders in Investor Services and within other platforms as appropriate. Opportunity to obtain hands‑on experience throughout your role. Working with an exciting, close‑knit, supportive & dynamic group. Opportunity to collaborate with other business segments within the bank. Excellent career development and progression opportunities. Comprehensive Total Rewards Program including bonuses and flexible benefits. Competitive compensation. Job Skills Active Learning, Adaptability, Business Appraisals, Critical Thinking, Customer Service, Decision Making, Effectiveness Measurement, Operational Delivery, Process Improvements. Job Details Address: RBC CENTRE, 155 WELLINGTON ST W: TORONTO City: Toronto Country: Canada Work hours/week: 37.5 Employment Type: Full time Platform: WEALTH MANAGEMENT Job Type: Regular Pay Type: Salaried Posted Date: Application Deadline: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above. Inclusion and Equal Opportunity Employment At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all. #J-18808-Ljbffr