Senior Quantitative Risk Analyst

Job Summary

The Senior Quantitative Risk Analyst role at RBC Capital Markets LLC, located in New York, NY, involves applying quantitative and programming skills to research, develop, test, and implement securitized products and structured credit pricing, default, and loss models. The analyst builds and maintains agency and non‑agency mortgage prepayment and default models, creates front‑office analytic tools for trading and risk, and works closely with traders, risk managers, IT, and other functions in a fast‑paced trading floor environment.

The role also identifies operational risk/control deficiencies, reviews and complies with firm policies, and escalates operational risk loss events and control deficiencies to the relevant parties in a timely manner.

Conduct data analysis, simulation and forecasting with statistical and machine‑learning techniques. Leverage object‑oriented programming principles, using C++, Python and R to implement high‑performance model libraries. Integrate prepayment models into the Poly Paths system via the Intex API and maintain databases ensuring persistence and availability of mortgage‑backed securities data (EMBS, Intex and Core Logic).

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Full time, Monday — Friday, 40 hours per week. Base salary $ per year, plus discretionary bonus and benefits such as a 401(k) program with company matching, health, dental, vision, life and disability insurance, and paid time‑off plan.

• Master’s Degree or foreign equivalent in Financial Engineering, Quantitative Finance, or related field plus 2 years of related work experience.
• 2 years of experience in each of the following: C++, Python, R, numerical and statistical analysis, and fixed‑income securities modeling.
• 1 year of experience in each of the following: SQL, Excel VBA, and machine learning.

RBC’s compensation philosophy and principles recognize the importance of a highly qualified global workforce and play a critical role in attracting, engaging and retaining talent that drives RBC’s high‑performance culture, enables collective achievement of our strategic goals, and generates sustainable shareholder returns and above‑market shareholder value.

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Client Counseling, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative Methods

Address: BROOKFIELD PLACE (Formerly 3 WORLD FINANCIAL CENTER), 200 VESSEY STREET, NEW YORK. City:
New York. Country:
United States of America. Work hours/week: 40.

Employment Type:

Full time. Platform: CAPITAL MARKETS. Job Type: Regular.

Pay Type:

Salaried. Posted Date: . Final date to receive applications:
Applications will be accepted until 11:59 PM on the day prior to the Final date to receive applications date above.

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