Associate Director - Quantitative Analytics

RBC Capital Markets

New York, New York, United States of America
Base: $120,000-$200,000; bonus/equity: potential f...
Quantitative modeling skills
Securitization experience
Structured finance asset classes
Develop and implement quantitative models, in close partnership with the trading desk, to value and assess risk of structured products across traditional and non-traditional asset classes

Job Summary

  • Develop and implement quantitative models, in close partnership with the trading desk, to value and assess risk of structured products across traditional and non-traditional asset classes.
  • Monitor emerging industry trends, evaluate credit risk drivers, and communicate market developments with risk managers and the business.
  • We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

Matching Summary

Develop and implement quantitative models, in close partnership with the trading desk, to value and assess risk of structured products across traditional and non-traditional asset classes.

Salary

Base: $120,000-$200,000; Bonus/Equity: Potential for more through discretionary variable compensation; Benefits: Comprehensive Total Rewards Program including 401(k) with company match, health, dental, vision, life, disability insurance, and paid-time off

Skills & Requirements

Must-have

  • quantitative modeling skills
  • securitization experience
  • structured finance asset classes
  • credit risk management
  • model development and implementation
  • advanced Excel skills
  • programming language knowledge

Nice-to-have

  • independent work and team collaboration
  • manage competing priorities
  • explain technical concepts
  • data analysis and management
  • progressive thinking and growth

Key Requirements

  • Degree in a quantitative field
  • 5+ years analytical/modeling experience
  • Experience in securitization
  • Knowledge of multiple asset classes
  • Advanced Excel skills
  • Knowledge of a programming language

Work Rights

Not specified

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