RBC Jobs at London – Structured Rates Risk Analyst

Website RBC

Job Description:

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).

Job Responsibilities:

  • 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

Job Requirements:

  • 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

Job Details:

Company: RBC

Vacancy Type: Full Time

Job Location: London, GB

Application Deadline: N/A

Apply Here


To apply for this job email your details to bfdirb6788@gmail.com