Royal Bank of Canada is seeking a Quantitative Analyst for their QIS Quants team, which develops and supports investment strategies. The role involves leveraging big data to build automated solutions and provide analytical support across various trading desks.
Develop and maintain automated data pipelines, infrastructure, signal and index calculation models, and associated processes
Collaborate with business partners to identify and implement requirements for data quality, integrity, and timeliness
Ensure governance and controls for all data pipelines, adhering to documentation standards
Maintain and enhance tools supporting trading desks, quantitative strategies, and risk management
Develop risk management infrastructure in collaboration with trading desks
Work with IT and business teams to create data validation methodologies and processes
Research, design, and implement investment strategies for clients, and build and continually maintain back-testing framework
Monitor existing strategies and provide day-to-day quantitative support to sales and trading desks
Qualification
Required
Bachelor's degree in a quantitative discipline (e.g., Mathematics, Statistics, Engineering, Physics, Computer Science). Master's degree or higher is preferred, along with at least 2 years of relevant experience
Demonstrated capability of leveraging relevant technologies (e.g., Python, C++, SQL, q/KDB) to solve problems
Strong written and oral communication skills, and ability to effectively communicate technical concepts to a non-technical audience; meticulous attention to detail
Knowledge of derivative products, associated valuation methodologies, and trading fundamentals; knowledge of quantitative strategies and back-testing; knowledge of market risk management concepts
Experience in data processing and manipulation
Preferred
Benefit
A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable.
Leaders who support your development through coaching and managing opportunities.
Ability to make a difference and lasting impact.
A world-class training program in financial services.
Flexible work/life balance options.
Opportunities to do challenging work.
Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance.
