VP – Front Office Quantitative Analytics

WHAT IS THE OPPORTUNITY?

As a Front Office Quantitative Analyst focused on Commodities you will work closely with the Sales and Trading teams to develop financial models, tools and processes to support business activities.  

WHAT WILL YOU DO?

• Develop and implement Commodity derivative pricing models to support trading and risk management activities.

• Gather and communicate new business requirements from sales and trading desks.

• Manage the delivery of solutions by leveraging existing quantitative libraries and associated technology systems.

• Maintain and improve existing risk management tools and operational framework.

• Provide general day-to-day quantitative support to the trading desk.

• Work with risk and functional teams on special projects related to product development, model usage and regulatory compliance.

WHAT DO YOU NEED TO SUCCEED?

 Must have:

• Master or PhD degree in a quantitative discipline.

• Expert knowledge of mathematical finance and derivatives pricing.

• Advanced programming skills with experience in C++ and Python.

• Experience in developing/validating pricing models for exotic products.

• Strong written and oral communication skills.

Nice-to-have: 

• Knowledge of Commodities futures markets and derivatives contracts

What’s in it for you?

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

• A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable

• Leaders who support your development through coaching and managing opportunities

• Ability to make a difference and lasting impact

• Work in a dynamic, collaborative, progressive, and high-performing team

• A world-class training program in financial services

• Flexible work/life balance options

• Opportunities to do challenging work

#LI-Hybrid
#LI-POST
#TECHPJ

Job Skills

Derivatives Pricing

Additional Job Details

ROYAL BANK PLAZA, 200 BAY ST:TORONTOTORONTOCanada37.5Full timeCAPITAL MARKETSRegularSalaried2025-02-212025-03-29

Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above