RBC Jobs at London – Structured Rates Risk Analyst

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

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