Director, Senior Front Office Prepayment and Credit Quant jobs in United States
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RBC · 2 days ago

Director, Senior Front Office Prepayment and Credit Quant

positionNew York, New York, United States of America
timeFull-time
remoteOnsite
seniorityMid, Senior Level
money$210K/yr - $275K/yr
date7+ years exp

RBC is a leading bank focused on providing trusted advice to help clients thrive. The Director, Senior Front Office Prepayment and Credit Quant is responsible for developing and maintaining mortgage prepayment and credit models, as well as providing analytic support for loan management and trading.

BankingFinancial ServicesWealth Management
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H1B Sponsor Likelynote

Responsibilities

Apply quantitative and programming skills to research, develop, test, and implement mortgage prepayment and credit models
Build and maintain agency and non-agency mortgage prepayment and default models
Build front office analytic tools for trading and risk
Proactively identify operational risks/ control deficiencies in the business
Review and comply with Firm Policies applicable to business activities
Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions on a timely basis

Qualification

Quantitative skillsModel developmentMBS knowledgeProgramming skillsCommunication skills

Required

PhD in Mathematics, Statistics, Computer Science, Engineering, Physical Sciences, or other numerate discipline
7+ years' experience in securitized products model development including prepayment and credit modeling
Excellent skills and hands-on experience in model design and coding
Excellent knowledge of MBS (agency/non-agency)
Outstanding written and verbal communication skills

Benefits

401(K) Program With Company-Matching Contributions
Health, Dental, Vision, Life And Disability Insurance
Paid Time-Off Plan

Company

RBC

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Royal Bank of Canada is a global financial institution with a purpose-driven, principles-led approach to delivering leading performance.
dateFounded in 1864
location
Toronto, Ontario, CAN
people-size10001+ employees
web-link
https://www.rbc.com

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 Company
Total Funding
$16.3B
2025-10-30Post Ipo Debt· $5B
2025-09-15Post Ipo Debt· $1.35B
2025-07-10Post Ipo Debt· $177.74M

Leadership Team

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Graeme Hepworth
Chief Risk Officer
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Kelly Bradley
Chief Human Resources Officer
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Company data provided by crunchbase