Senior Front Office Quant - Commodities Pricing & Risk

RBC; Toronto; On-site; CAD 150,000 - 190,000; Full time

Benefits offered by this job

Total rewards program

Flexible benefits

World-class training program

Career development opportunities

Job summary

RBC in Toronto seeks a Front Office Quantitative Analyst focused on Commodities to collaborate with Sales and Trading teams. You will lead quantitative initiatives that support trading and business development, delivering pricing models and risk tools while aligning with regulatory requirements.

The role emphasizes close work with trading, risk and product teams to drive model usage, data-driven decisions, and technology-driven solutions in a dynamic capital markets environment.

Qualifications

• Master's degree or PhD in a quantitative discipline.
• Minimum 4+ years of relevant experience.
• Expert knowledge of mathematical finance and derivatives pricing.

Responsibilities

• Partner with trading desk to provide day-to-day quantitative support.
• Gather and communicate new business requirements from sales and trading desks.
• Manage delivery of solutions using in-house quantitative libraries and technology.
• Maintain, improve and develop risk management tools and frameworks.
• Develop and implement commodity derivative pricing models for trading and risk management.

Skills

C++

Python

Derivatives pricing

Mathematical finance

Communication

Education

Master's degree or PhD in a quantitative discipline

Job description

RBC in Toronto seeks a Front Office Quantitative Analyst focused on Commodities to collaborate with Sales and Trading teams. You will lead quantitative initiatives that support trading and business development, delivering pricing models and risk tools while aligning with regulatory requirements.

The role emphasizes close work with trading, risk and product teams to drive model usage, data-driven decisions, and technology-driven solutions in a dynamic capital markets environment.