Structured Rates Product Head - Product Control (Valu Job Summary Job Description What is the opportunity? RBC is currently searching for a highly technical interestratederivative specialist to join their Valuations Methodology Team in London. The role is created by an internal move and would suit a quantitative-focused candidate looking for a technical challenge. … pricing models for Rates, Equities, XVAs and FX. Manage a team of three experienced Associate Directors. What do you need to succeed? Must-have Experience and solid understanding of derivative modelling mainly in Rates with some exposure in other areas, i.e. Equities, FX or Commodities. Programming experience with proficiency in Python. Experience in using project management tools like JIRA. More ❯
Product Head - Product Control (Valuations Methodology - CFO) Job Summary Job Description What is the opportunity? RBC is currently searching for a highly technical interestratederivative specialist to join their Valuations Methodology Team in London. The role is created by an internal move and would suit a quantitative-focused candidate looking for a technical challenge. … pricing models for Rates, Equities, XVAs and FX. Manage a team of three experienced Associate Directors. What do you need to succeed? Must-have Experience and solid understanding of derivative modelling mainly in Rates with some exposure in other areas, i.e. Equities, FX or Commodities. Programming experience with proficiency in Python. Experience in using project management tools like JIRA. More ❯
MSSQL, Postgres, Redis Kafka/RabbitMQ or similar event-based platforms Data structures and design/analysis of algorithms Not required, but a bonus Fixed Income products and InterestRatederivatives (including Risk, PnL attribution, scenario analysis, etc.) IR derivatives models (Yield Curves, Option Pricing, SABR, etc.) Statistics, discrete mathematics, linear algebra Personal Traits Possesses the More ❯
MSSQL, Postgres, Redis Kafka/RabbitMQ or similar event-based platforms Data structures and design/analysis of algorithms Not required, but a bonus Fixed Income products and InterestRatederivatives (including Risk, PnL attribution, scenario analysis, etc.) Possesses the ability and desire to learn, adapt and grow. Demonstrates personal humility, respect for others, and trust More ❯
Structured Rates Product Head - Product Control (Valu Job Summary Job Description What is the opportunity? RBC is currently searching for a highly technical interestratederivative specialist to join their Valuations Methodology Team in London. The role is created by an internal move and would suit a quantitative-focused candidate looking for a technical challenge. … pricing models for Rates, Equities, XVAs and FX. Manage a team of three experienced Associate Directors. What do you need to succeed? Must-have Experience and solid understanding of derivative modelling mainly in Rates with some exposure in other areas, i.e. Equities, FX or Commodities. Programming experience with proficiency in Python. Experience in using project management tools like JIRA. More ❯
Job Summary Job Description What is the opportunity? RBC is currently searching for a highly technical interestratederivative specialist to join their Valuations Methodology Team in London. The role is created by an internal move and would suit a quantitative-focused candidate looking for a technical challenge. Valuations Methodology is part of the Product … pricing models for Rates, Equities, XVAs and FX. Manage a team of three experienced Associate Directors. What do you need to succeed? Must-have Experience and solid understanding of derivative modelling mainly in Rates with some exposure in other areas, i.e. Equities, FX or Commodities. Programming experience with proficiency in Python. Experience in using project management tools like JIRA. More ❯
MSSQL, Postgres, Redis Kafka/RabbitMQ or similar event-based platforms Data structures and design/analysis of algorithms Not required, but a bonus Fixed Income products and InterestRatederivatives (including Risk, PnL attribution, scenario analysis, etc.) IR derivatives models (Yield Curves, Option Pricing, SABR, etc.) Statistics, discrete mathematics, linear algebra Personal Traits Possesses the More ❯
will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interestratederivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, derivatives pricing and theory is preferred. Responsibilities Drive clearing house margin, stress and More ❯
will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interestratederivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, stochastic calculus and probability theory is preferred . Responsibilities Drive clearing house margin More ❯
Overview Our Risk Graduate Program is fourteen months in duration and seeks to hire ambitious, enthusiastic candidates who have strong mathematical, quantitative backgrounds and coding skills, with demonstrated interest in risk. Overview & Responsibilities The program will start with an extensive two-month training program at our London office, followed by two six-month rotations. The training will cover … a range of topics relating to Risk Management and Financial Markets including Macroeconomics, FX, Digital Assets, InterestRateDerivatives, Equity Rates, Bonds, Credit and Fixed Income, the Greeks, Pricing Strategies, Excel and Python. Additionally, graduates will benefit from classes hosted by Risk Officers, Traders and Portfolio Managers, as well as key talks, networking lunches, a mentor … and social events. The rotations aim to provide each graduate with an 'on the desk experience'. We will match you to desks based on your skills and interest where you will learn the fundamentals of risk across our Collateral & Compression and Core risk teams. At the end of the program, successful participants will be placed in full More ❯