Senior Analyst - Quantitative Analytics, Capital Markets (London)

You will be working alongside other Quants to primarily support the XVA trading desk and other general operations. The usual tasks involve the provision of quantitative tools, analysis and support to the trading desk; development, delivery and support of advanced mathematical models. The candidate will apply extensive, in-depth knowledge, skills, and practices to perform complex assignments as well as the ability to respond to a changing business environment.

This is a permanent, full-time role and requires 4 days in the 100 Bishopsgate, London office.

What will you do?

• Work with Desk Quants on development and testing of model/pricing applications.
• Provide modelling and analytical support for trading desks and non-Front Office groups.
• Develop technology-based tools and perform data analysis to monitor, measure, and manage market and derivatives risks.
• Implement monitoring to ensure market risk is within market and derivatives risk thresholds, limits, and constraints.
• Work with other departments to explain market and derivatives risk management policies and processes.
• Develop action plans to resolve issues and redesign processes to better manage, measure, and monitor market and derivatives risks.
• Research and evaluate market risk best practices for the investments organization and other related business activities; monitor risk management policies, methodologies, procedures, limits, and guidelines.

What do you need to succeed?

• A postgraduate degree in a quantitative discipline such as finance, economics, engineering, physics, mathematics or computing.
• Skills in programming in C++/Python and AI tools/insight in general.

What is in it for you?

• A comprehensive Total Rewards Program including bonuses, flexible benefits and competitive compensation.
• Leaders who support your development through coaching and managing opportunities.
• Opportunities to work with the best in the field.
• 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.

RBC Group does not accept agency resumés. Please do not forward resumés to our employees, nor any other company location. RBC Group only pay fees to agencies where they have entered into a prior agreement to do so and in any event do not pay fees related to unsolicited resumés.

At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One 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.