RBC · 1 week ago
Vice President, Quantitative Analyst
RBC is a leading global bank providing financial services. The Cross Asset Quantitative Analytics team is looking for a Vice President, Quantitative Analyst responsible for developing and enhancing rate and spread product models, focusing on residential mortgage loan origination and financial forecasting.
BankingFinancial ServicesWealth Management
Responsibilities
Apply quantitative skills to design, implement, test, and roll out the rate and spread product models in the current and future analytical environment
Support RBC businesses by assisting the traders, risk managers, and product controllers in understanding the models and interpreting the model outputs
Support the preparation of model documentation and validation submissions, as well as tracking the model performance, per the internal policies and regulatory guidelines
Review and comply with the firm policies applicable to business activities
Escalate operational risk loss events, control deficiencies and risks identified to the line manager and the relevant risk and control functions on a timely basis
Qualification
Required
Ph.D or Master's degree in one of quantitative areas such as mathematics, statistics, physics or computer science
5+ years solid knowledge of financial instruments and derivatives, such as securitized products, bonds, IR swaps, futures, and options, as well as related pricing and risk management models
2-3+ years hand-on experience in developing the U.S. residential mortgage models
Excellent analytical skills, and proficient in at least one of the programming languages such as Python(preferred), C#, and C++
Good communication skills in both verbal and writing
A fast and self-motivated learner who takes the ownership of the projects and deadlines
Preferred
Broad knowledge of financial markets and regulations is good to have
Knowledge on QRM, PolyPaths and Intex is a plus
Experience in asset liability management is helpful
Benefits
A comprehensive Total Rewards Program including bonuses and flexible benefits
Competitive compensation
Commissions, and stock where applicable
A 401(K) Program With Company-Matching Contributions
Health, Dental, Vision, Life And Disability Insurance
Paid Time-Off Plan
Company
RBC
Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance.
H1B Sponsorship
RBC has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (29)
2024 (17)
2023 (3)
2022 (4)
2021 (1)
2020 (2)
Funding
Current Stage
Public CompanyTotal Funding
$16.3B2025-10-30Post Ipo Debt· $5B
2025-09-15Post Ipo Debt· $1.35B
2025-07-10Post Ipo Debt· $177.74M
Recent News
Private Capital Journal
2026-01-09
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