VP, Treasury Quant: Innovative Rate & Spread Modeling

RBC; Toronto; On-site; CAD 180,000 - 240,000; Full time

Benefits offered by this job

Total rewards program

Flexible benefits

World-class training

Work-life balance options

Job summary

RBC in Toronto seeks a Vice President of Quantitative Analysis to lead model development for rate and spread products within Capital Markets Treasury. You will design, test, and deploy advanced models, ensuring accuracy and regulatory compliance while supporting traders and risk managers.

You will own documentation, validation, and ongoing performance monitoring, applying AI-powered tools and modern development practices.

Qualifications

• Ph.D. or Master’s degree in a quantitative field such as mathematics, statistics, physics, computer science, financial engineering, or a related field.
• 3-4 years of relevant experience in quantitative analysis, financial modeling, or a related field within the financial services industry.
• Strong knowledge of derivatives, fixed income, and risk models; understanding of treasury operations is essential.
• Proficiency in Python; working experience with C++, C#, VBA and enterprise tools (GitHub, version control) preferred.

Responsibilities

• Model Development and Implementation: design, implement, test, and deploy rate and spread product models.
• Business Support and Stakeholder Engagement: support traders, risk managers, and product controllers; explain model outputs.
• Model Documentation and Validation: prepare documentation and submissions; monitor performance.
• Risk Management and Compliance: adhere to policies; identify and escalate operational risks.
• Independent Ownership and Initiative: drive projects from conception to implementation.
• Collaborate within a team while taking ownership of assigned deliverables.

Skills

Python

Analytical thinking

Communication

Independent work

Problem-solving

Detail-oriented

Education

Ph.D. or Master’s degree in quantitative discipline

Tools

C++

C#

GitHub

Version control

Job description

RBC in Toronto seeks a Vice President of Quantitative Analysis to lead model development for rate and spread products within Capital Markets Treasury. You will design, test, and deploy advanced models, ensuring accuracy and regulatory compliance while supporting traders and risk managers.

You will own documentation, validation, and ongoing performance monitoring, applying AI-powered tools and modern development practices.