Quantitative Analyst (32755) in England - London, United Kingdom

at RBC Wealth Management

Banking / Financial Services
Sales/Business Development
Minimum Qualification
Bachelor's Degree
Required Experience
5 - 7 years
Employment Type
Full Time
Male or Female
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Job Description

Develop fixed income analytics with a focus on rates and credit cash products; provide fixed income quantitative tools and support to Front Office and IT.


Develop and implement analytical solutions to support bonds and related products for trading and risk management activities.

Integrate existing analytics libraries with selected IT platforms.

Test and verify all cash analytical solutions.

Gather new requirements from the business and manage the delivery of solutions through analytics libraries and associated IT systems.

Maintain and improve existing tools and the operational infrastructure framework.Provide general day-to-day quantitative support to the Front Office and technology teams.

Provide research assistance as required.

Co-ordinate with GMO and GRM when submitting front office developed models for vetting and use in the banks risk framework.


Standard Front Office environment.

A high attention to detail is required as the role involves the development of intricate pricing and risk models and computer code.

The position involves working to Front Office deadlines and in an active trading environment and so will involve a certain level of stress.



Advanced qualifications in either physical sciences, computer science, engineering or equivalent displine.

Knowledge of pricing and risk management techniques with application to flow rates and credit products.

Knowledge of relevant applications and risk managements systems and technologies.


Prefer a postgraduate degree in a highly numerate discipline such as finance, economics, engineering, physics, mathematics, or computing.



Tenacious and adaptable.

Committed team player with a flexible, enthusiastic attitude and good communication.

Ability to apply quantitative analysis to fixed income and credit transactions.


Knowledge of rates and credit cash products (e.g. product-specific details, market conventions, valuation and risk metrics).

Advanced programming skills in C++ and Excel/VBA. Industry programming experience.

Expertise in using Bloomberg for pricing and risk calculations of fixed income products.

Prefer knowledge of Java.

Experience with third-party bond analytics libraries (e.g. ALib), grid computation and e-commerce are desirable but not required.

Familiarity with Flow Rates and Credit Derivatives products (asset swaps, futures, CDS, etc.) is desirable.
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