Job Description

What is the opportunity?An experienced quantitative analyst in the Central Funding & Securitized Products Quants teamwill design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.What will you do?

Apply quantitative analytics skills to collaborate with traders and IT teams to design, implement, test, and roll out the rate and spread product models in the current and future analytical environment.

Prepare the model documentation and validation submissions, as well as tracking the model performance, per the internal policies and regulatory guidelines

Support RBC businesses by assisting the traders, risk managers, and product controllers to understand the models and interpret the model outputs

Develop and grow in terms of both the knowledge and relationship within the bank to work effectively in the immediate future as well as overtime

What ...