Python software development for batch and stream processes
Kdb+/q statistical analysis on large datasets
Equity algorithmic trading model development
The role involves leveraging expertise in deep learning frameworks such as PyTorch to integrate state of the art algorithms and artificial intelligence tools with trading algorithms
Job Summary
The role involves leveraging expertise in deep learning frameworks such as PyTorch to integrate state of the art algorithms and artificial intelligence tools with trading algorithms.
RBC offers a comprehensive benefits package including a 401(k) program with company matching, health, dental, vision, life and disability insurance, and paid time off.
RBC is committed to fostering an inclusive workplace based on respect, belonging, and opportunity for all employees.
Matching Summary
The role involves leveraging expertise in deep learning frameworks such as PyTorch to integrate state of the art algorithms and artificial intelligence tools with trading algorithms.
Salary
Base: $185,000 per year; Bonus/Equity: Discretionary bonus not specified; Benefits: 401(k) with company matching, health, dental, vision, life and disability insurance, paid time off
Skills & Requirements
Must-have
Python software development for batch and stream processes
kDB+/Q statistical analysis on large datasets
Equity algorithmic trading model development
Quantitative research and time series modelling
Applied machine learning and data visualization
Global equity markets and microstructure knowledge
Nice-to-have
Communication skills
Critical thinking
Detail-oriented approach
Collaboration and teamwork
Trade client reporting
Market risk understanding
Bond and futures trading knowledge
Key Requirements
Master’s degree in Computer Science, Financial Engineering, Mathematics, Physics or related field
Minimum 3 years of relevant work experience
Experience writing Python software for model fitting and inference pipelines
Experience with kDB+/Q for large dataset analysis
Experience in equity algorithmic trading model production
Experience in quantitative research and modelling
Applied machine learning experience
Knowledge of global equity markets and microstructure