Job Description
What is the opportunity?
An experienced quantitative analyst in the Central Funding & Securitized Products Quants team.
Job Description
An experienced quantitative analyst in the Central Funding & Securitized Products Quants team will 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.
- Prepare the model documentation and validation submissions, and track model performance per internal policies and regulatory guidelines.
- Support RBC businesses by assisting traders, risk managers, and product controllers to understand models and interpret outputs.
- Develop and grow knowledge and relationships within the bank to work effectively now and in the future.