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    4. FX Quantitative Analyst 2022
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    At RBC, our culture is deeply supportive and rich in opportunity and reward. You will help our clients thrive and our communities prosper, empowered by a spirit of shared purpose.

    Whether you’re helping clients find new opportunities, developing new technology, or providing expert advice to internal partners, you will be doing work that matters in the world, in an environment built on teamwork, service, responsibility, diversity, and integrity.

    Job Title

    FX Quantitative Analyst

    Job Description

    What is the opportunity

    As a Quantitative Analyst, you will be working in a fast-paced, active trading environment with front office deadlines. You will join the FX Quant team to develop new FX derivative products, improve FX valuation models and create analysis tools for the trading desk. You will work closely with multiple stakeholders like FX Trading and Sales, Structuring, Global Market Risk and Technology.

    What will you do

    • Research, develop and implement mathematical models to calculate the value and risk of FX products (cash and derivative);
    • Improve existing pricing models, tools and operational frameworks;
    • Support ad-hoc requests for quantitative tools and analysis from the FX trading and sales desks;
    • Document products and models;
    • Work closely with risk and control functions to achieve and maintain formal validation of models for official reporting.

    What do you need to succeed

    Must-have

    • Post-graduate degree in a quantitative area such as mathematics, physics, finance, engineering or computer science;
    • Strong numerical and analytical programming skills in C++;
    • Knowledge of FX products;
    • Excellent written and verbal communication skills;
    • The ability to approach novel problems systematically and with tenacity.

    Nice-to-have

    • A PhD in a quantitative discipline;
    • Knowledge of Python;
    • Exposure to a front office trading environment

    What’s in it for you

    We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

    • A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation
    • Leaders who support your development through coaching and managing opportunities
    • Work in a dynamic, collaborative, progressive, and high-performing team
    • Opportunities to do challenging work
    • Flexible work/life balance options

    Inclusion and Equal Opportunity Employment

    At RBC, we embrace diversity and inclusion for innovation and growth. We are committed to building inclusive teams and an equitable workplace for our employees to bring their true selves to work. We are taking actions to tackle issues of inequity and systemic bias to support our diverse talent, clients and communities.

    We also strive to provide an accessible candidate experience for our prospective employees with different abilities. Please let us know if you need any accommodations during the recruitment process.

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    Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at rbc.com/careers.