Associate Equity Derivatives Structurer: Innovate & Impact

rbc; New York (NY); On-site; USD 180,000 - 240,000; Full time

Benefits offered by this job

401(k) matching

Health insurance

Flexible benefits

Job summary

RBC Capital Markets is seeking an Associate Equity Derivative Structurer to join its Structuring team within the Global Equity Derivatives franchise. In this role, you will design, price, and support the development of structured equity products and exotic derivatives, working collaboratively with traders, sales teams, and quantitative specialists.

This role offers exposure to innovative, client-centric product development combined with structured product engineering, requiring both strong

Qualifications

• Proven experience as an equity derivatives structurer at a major investment bank, with a strong focus on light exotics and structured products.
• In-depth technical knowledge of equity derivative payoffs including autocallables, barrier options, worst-of, best-of, lookback, cliquet, variance swaps, correlation swaps, covariance structures, and digital structures.

Responsibilities

• Price equity derivative products including autocallables, barrier notes, range accruals, knockout structures, and cliquet features.
• Understand existing pricing models and develop new payoffs and pricing frameworks for exotic structures; perform sensitivity analysis and stress testing across market scenarios.
• Work closely with the trading desk on pricing, hedging feasibility, and risk assessment for new structured products, ensuring proposed trades are executable and aligned with desk risk appetite.
• Partner with sales teams across North America (with a US focus) to understand client needs, provide structuring ideas, and support the origination pipeline with compelling trade proposals, term sheets, and marketing materials.

Skills

Equity derivatives

Python

Pricing models

Structured products

Client-facing

Quantitative analysis

Education

Quantitative discipline (Math/Physics/Engineering)

Tools

Pricing libraries

Monte Carlo simulation

Risk analytics platforms

Job description

RBC Capital Markets is seeking an Associate Equity Derivative Structurer to join its Structuring team within the Global Equity Derivatives franchise. In this role, you will design, price, and support the development of structured equity products and exotic derivatives, working collaboratively with traders, sales teams, and quantitative specialists.

This role offers exposure to innovative, client-centric product development combined with structured product engineering, requiring both strong