RBC Capital Markets, LLC
Job Summary
Senior Quantitative Risk Analyst, RBC Capital Markets LLC, New York, NY: Apply quantitative and programming skills to 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. 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. 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). #LI-DNI Full time employment, Monday - Friday, 40 hours per week, $143,000.00 per year. Responsibilities
Research, develop, test, and implement securitized products and structured credit pricing, default, and loss models. Build and maintain mortgage prepayment and default models for agency and non-agency securities. Develop front office analytic tools for trading and risk; collaborate with traders, risk managers, IT, and others. Identify operational risk/control deficiencies and escalate to the appropriate parties in a timely manner. Review and comply with Firm Policies applicable to CFG business activities. Integrate prepayment models into PolyPaths system with Intex API; manage related data persistence for EMBS, Intex, and CoreLogic. Apply data analysis, simulation, and forecasting using statistical and machine learning techniques. Qualifications
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. Must have 2 years of experience in each of the following: C++, Python, R, Numerical and Statistical Analysis, and Fixed Income Securities Modeling. Must have 1 year of experience in each of the following: SQL, Excel VBA, and Machine Learning. The base salary for this job is $143,000.00 per year. This salary does not include other elements of total compensation, including a discretionary bonus and benefits such as a 401(k) program with company-matching contributions; health, dental, vision, life and disability insurance; and paid time-off plan. RBC\'s compensation philosophy and principles recognize the importance of a highly qualified global workforce and plays a critical role in attracting, engaging and retaining talent that: Drives RBC\'s high-performance culture Enables collective achievement of our strategic goals Generates sustainable shareholder returns and above market shareholder value To Apply: Please click "Apply Now" Button Job Skills
Client Counseling Critical Thinking Derivatives Economic Analysis Financial Instruments Investment Banking Analysis Investment Risk Management Market Risk Quantitative Methods Additional Job Details
Address: BROOKFIELD PLACE FKA 3 WORLD FINANCIAL CENTER, 200 VESEY 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: 2025-07-04 Note : Applications will be accepted until 11:59 PM on the day prior to the application deadline date above Inclusion and Equal Opportunity Employment
At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. RBC strives to deliver a workplace based on respect, belonging and opportunity for all. Join our Talent Community Stay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.
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Senior Quantitative Risk Analyst, RBC Capital Markets LLC, New York, NY: Apply quantitative and programming skills to 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. 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. 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). #LI-DNI Full time employment, Monday - Friday, 40 hours per week, $143,000.00 per year. Responsibilities
Research, develop, test, and implement securitized products and structured credit pricing, default, and loss models. Build and maintain mortgage prepayment and default models for agency and non-agency securities. Develop front office analytic tools for trading and risk; collaborate with traders, risk managers, IT, and others. Identify operational risk/control deficiencies and escalate to the appropriate parties in a timely manner. Review and comply with Firm Policies applicable to CFG business activities. Integrate prepayment models into PolyPaths system with Intex API; manage related data persistence for EMBS, Intex, and CoreLogic. Apply data analysis, simulation, and forecasting using statistical and machine learning techniques. Qualifications
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. Must have 2 years of experience in each of the following: C++, Python, R, Numerical and Statistical Analysis, and Fixed Income Securities Modeling. Must have 1 year of experience in each of the following: SQL, Excel VBA, and Machine Learning. The base salary for this job is $143,000.00 per year. This salary does not include other elements of total compensation, including a discretionary bonus and benefits such as a 401(k) program with company-matching contributions; health, dental, vision, life and disability insurance; and paid time-off plan. RBC\'s compensation philosophy and principles recognize the importance of a highly qualified global workforce and plays a critical role in attracting, engaging and retaining talent that: Drives RBC\'s high-performance culture Enables collective achievement of our strategic goals Generates sustainable shareholder returns and above market shareholder value To Apply: Please click "Apply Now" Button Job Skills
Client Counseling Critical Thinking Derivatives Economic Analysis Financial Instruments Investment Banking Analysis Investment Risk Management Market Risk Quantitative Methods Additional Job Details
Address: BROOKFIELD PLACE FKA 3 WORLD FINANCIAL CENTER, 200 VESEY 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: 2025-07-04 Note : Applications will be accepted until 11:59 PM on the day prior to the application deadline date above Inclusion and Equal Opportunity Employment
At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. RBC strives to deliver a workplace based on respect, belonging and opportunity for all. Join our Talent Community Stay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.
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