Senior Quantitative Risk Analyst

Royal Bank of Canada

New York, NY, United States
Base: $143,000.00 py; bonus/equity: discretionary ...
C++ programming
Python programming
R programming
Work in a fast-paced trading floor environment, effectively collaborating with traders, risk managers, IT and other functions to support trading activities

Job Summary

  • Work in a fast-paced trading floor environment, effectively collaborating with traders, risk managers, IT and other functions to support trading activities.
  • The base salary for this job is $143,000.00 per year and includes benefits such as a 401(k) program with company-matching contributions, health, dental, vision, life and disability insurance, and a paid time-off plan.
  • RBC fosters an inclusive workplace that supports employee performance, collaboration, innovation, and professional growth to create value for clients and communities.

Matching Summary

Work in a fast-paced trading floor environment, effectively collaborating with traders, risk managers, IT and other functions to support trading activities.

Salary

Base: $143,000.00 per year; Bonus/Equity: Discretionary bonus not specified; Benefits: 401(k) with company match, health, dental, vision, life and disability insurance, paid time off

Skills & Requirements

Must-have

  • C++ programming
  • Python programming
  • R programming
  • Numerical and statistical analysis
  • Fixed income securities modeling
  • SQL experience
  • Machine learning techniques

Nice-to-have

  • Excel VBA skills
  • Object-oriented programming principles
  • Collaboration with traders and risk managers
  • Operational risk identification
  • Data simulation and forecasting

Key Requirements

  • Master’s Degree in Financial Engineering or related field
  • 2 years related work experience
  • 2 years experience in C++, Python, R, numerical/statistical analysis, fixed income modeling
  • 1 year experience in SQL, Excel VBA, machine learning

Work Rights

Not specified

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