Job Board
LogoLogo

Get Jobs Tailored to Your Resume

Filtr uses AI to scan 1000+ jobs and finds postings that perfectly matches your resume

RBC Logo

Senior Quantitative Risk Analyst

RBC

From $143,000
Jul 4, 2025
New York, NY, US
Apply Now

RBC Capital Markets LLC is looking for a Senior Quantitative Risk Analyst to develop and implement models for securitized products and structured credit, manage mortgage prepayment and default models, and build front-office analytic tools to support trading activities in a fast-paced trading floor environment.

Requirements

  • C++
  • Python
  • R
  • Numerical and Statistical Analysis
  • Fixed Income Securities Modeling
  • SQL
  • Excel VBA
  • Machine Learning

Responsibilities

  • Research, develop, test, and implement securitized products and structured credit pricing, default, and loss models.
  • Build and maintain agency and non-agency mortgage prepayment and default models.
  • Build front office analytic tools for trading and risk.
  • Conduct data analysis, simulation and forecasting with statistical and machine learning techniques.
  • Leverage object-oriented programming (OOP) principles, utilizing C++, Python and R programming languages to implement high performance model libraries.
  • Integrate prepayment models into PolyPaths system with Intex API.
  • Construct and maintain databases for ensuring persistence and availability of mortgage-backed securities data (EMBS, Intex and CoreLogic).

Other

  • Work in a fast-paced trading floor environment, effectively collaborating with traders, risk managers, IT and other functions to support trading activities.
  • Proactively identify operational risk/ control deficiencies in the business.
  • Review and comply with Firm Policies applicable to CFG business activities (funding, trading, and investment).
  • Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant control functions on a timely basis.
  • Must have a Master’s Degree or foreign equivalent in Financial Engineering, Quantitative Finance, or a related field and 2 years of related work experience.
  • Full time employment, Monday – Friday, 40 hours per week
  • Client Counseling, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative Methods