VP Senior Front Office Quant – Mortgage & Structured Credit

RBC Capital Markets, LLC; New York (NY); Hybrid; USD 189,000 - 231,000; Full time

Benefits offered by this job

401(k) with company matching

Health insurance

Paid time-off

Job summary

RBC Capital Markets, LLC in New York, NY seeks a Vice President, Senior Front Office Quant to develop pricing and risk models for securitized products, mortgage prepayment, and credit risk, using C++, Python and R.

You will build front-office tools, collaborate with traders and risk managers, and integrate models into PolyPaths, Intex, and CoreLogic databases while ensuring compliance with CFG policies.

Qualifications

• Master's degree in Financial Engineering, Quantitative Finance, Computational Finance & Risk Management or related field.
• 4 years of related work experience.

Responsibilities

• Apply quantitative and programming skills to develop, test, and implement pricing/ loss models.
• Build and maintain mortgage prepayment and default models for agency and non-agency securities.
• Create front-office analytic tools for trading and risk and collaborate with traders and IT.

Skills

Python

C++

SQL

Machine Learning

Education

Master's degree in Financial Engineering

Tools

Intex

PolyPaths

CoreLogic

Job description

RBC Capital Markets, LLC in New York, NY seeks a Vice President, Senior Front Office Quant to develop pricing and risk models for securitized products, mortgage prepayment, and credit risk, using C++, Python and R.

You will build front-office tools, collaborate with traders and risk managers, and integrate models into PolyPaths, Intex, and CoreLogic databases while ensuring compliance with CFG policies.