Lead Quantitative Risk & Pricing Analytics

RBC; New York (NY); On-site; USD 135,000 - 225,000; Full time

Job summary

RBC in New York seeks a senior quantitative analyst to develop and support pricing and risk models, delivering tooling for trading desks and other front-office groups. You will own existing pricing tools, coordinate model vetting, and contribute to cross-team projects.

Applicants should have strong C++/Python skills, a math-focused degree, and experience with derivatives, pricing, and risk management. The role requires a proactive, collaborative, results-oriented mindset.

Qualifications

• Must have a degree in Mathematics/Physical Sciences/Financial Mathematics.
• Knowledge of derivatives and financial products for trading, pricing and risk management.
• Knowledge of programming (C++ / Python) and software systems.

Responsibilities

• Gather requirements from the trading desk and deliver solutions through quant libraries and IT systems.
• Own pricing tools and build/implement new ones.
• Provide front-line quantitative support for North America SRT overnight risk and model marking.
• Calibrate pricing and risk models; work on desk projects.
• Perform agile modelling and valuation for pricing and risk of new products.
• Coordinate with EMRM and GRM for vetting front-office models.
• Identify operational risks and ensure policy compliance; escalate issues as needed.
• Recruit, retain and develop top quant talent.

Skills

C++ Programming Language

Microsoft Excel

Python (Programming Language)

Education

Degree in Mathematics/Physical Sciences/Financial Mathematics

Tools

Quant libraries

IT systems

Job description

RBC in New York seeks a senior quantitative analyst to develop and support pricing and risk models, delivering tooling for trading desks and other front-office groups. You will own existing pricing tools, coordinate model vetting, and contribute to cross-team projects.

Applicants should have strong C++/Python skills, a math-focused degree, and experience with derivatives, pricing, and risk management. The role requires a proactive, collaborative, results-oriented mindset.