Low-Latency Rates Algo Engineer (Java)

RBC Capital Markets, LLC; New York (NY); On-site; USD 165,000 - 200,000; Full time

Job summary

RBC Capital Markets is seeking an Algo Developer in New York focused on eRates and LMM. You will help expand our algo trading stack, drive price construction, and auto-hedging with a Java-first approach. Expect close collaboration with quantitative and trading teams to optimize latency and reliability.

The role emphasizes ownership, strong Java skills (2–5 years), and familiarity with time series analysis, q/kdb, and Python. Potential for discretionary compensation based on performance.

Qualifications

• 2–5 years of Java experience with a strong ownership mindset.
• Analytical thinker able to propose practical trading solutions.
• Curiosity about time series data and rigorous validation.

Responsibilities

• Research and develop price construction and auto-hedging strategies.
• Write production-quality code for pricing and hedging Rates instruments.
• Monitor intraday algo performance and resolve issues.

Skills

Java proficiency

Ownership

Analytical mindset

Time series

Low-latency coding

Tools

q/kdb

Python

Zero-GC

Job description

RBC Capital Markets is seeking an Algo Developer in New York focused on eRates and LMM. You will help expand our algo trading stack, drive price construction, and auto-hedging with a Java-first approach. Expect close collaboration with quantitative and trading teams to optimize latency and reliability.

The role emphasizes ownership, strong Java skills (2–5 years), and familiarity with time series analysis, q/kdb, and Python. Potential for discretionary compensation based on performance.