We are looking for an Analyst with strong mathematical/analytic skills and technical derivatives knowledge, who can thrive in a fast-paced, high pressure environment. The incumbent will help promote a “Best of Class” risk oversight environment for London Structured Derivatives focusing on the Structured Interest Rate business (interest rate exotic products).
- Analyze interest rate exotic risk profiles and convexities
- Developing quantitative analytics tools for use by Market Risk.
- Help develop a new and improved risk framework for the London Structured Interest Rate business, one of the largest exotics books in RBC Capital Markets
- On request: help provide ad-hoc analysis on trading strategies and products to ensure they are in line with RBC Capital Markets risk tolerance and objectives
- Clearly communicate new business activity, evolving risk dynamics, and major market developments to senior management
- Automating daily risk monitoring tasks using combination of VBA/SQL/Python programming language
- Run the market risk reporting processes and ensure timely and accurate reporting of all relevant risk metrics
- MSc. / PhD or equivalent in Mathematics/Statistics, Physics, or Engineering
- Advanced knowledge of interest rate option markets and primary risk drivers of those markets/products
Qualification & Experience:
- Experience working on a risk/trading desk at a financial company in a quantitive/programming role preferred
Vacancy Type: Full Time
Job Location: London, GB
Application Deadline: N/A
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