Job Description

What is the opportunity?

You will be on RBC's tradefloor in London, actively liaising between the structured rates quant team and the trading desk. You will develop our many models and products, introduce your own innovations, apply different mathematical techniques and express your ideas in code.

What will you do?

Liaise with trading desk to understand business requirements and new products, to prioritise and suggest innovations Manage tactical project delivery. Research, develop and implement mathematical models for derivative pricing. Integrate models into quant libraries. Carry out special projects related to pricing and risk. Support new modelling requirements of traders and structurers. Support wider bank requirements for models including credit and capital.

What do you need to succeed?

Must-have:

Very high qualifications in the physical sciences, mathematics and computing. Deep knowledge of derivatives and financial products, for trading, pricing, and risk management. Advanced mathematics including probability, statistics, numerical methods, partial differential equations, complex analysis and calculus. Advanced numerical and analytical programming skills in C++. Extensive spreadsheet experience, VBA, Python

Nice-to-have:

Postgraduate degree in a highly numerate discipline such as mathematics, physics, finance, or engineering. Knowledge of vanilla rates derivatives and cash products and models. Knowledge of complex rates products, hybrid products, credit hybrid products and their respective models.

What is in it for you?

We thrive on challenge - we try to keep growing, to work together, to build fantastic products and solutions, to help our clients thrive and our community prosper.

A comprehensive Total Rewards Program including bonuses, flexible benefits and competitive compensation Leaders who support your development through coaching and managing opportunities Opportunities to work with the best in the field Ability to make a difference and lasting impact Work in a dynamic, collaborative, progressive, and high-performing team A world-class training program in financial services.

Agency Notice:

RBC Group does not accept agency resumes. Please do not forward resumes to our employees, nor any other company location. RBC Group only pay fees to agencies where they have entered into a prior agreement to do so and in any event do not pay fees related to unsolicited resumes. Please contact the Recruitment function for additional details.

Job Skills

Additional Job Details

Address:

100 BISHOPSGATE:LONDON

City:

London

Country:

United Kingdom

Work hours/week:

35

Employment Type:

Full time

Platform:

CAPITAL MARKETS

Job Type:

Regular

Pay Type:

Salaried

Posted Date:

2025-12-23

Application Deadline:

2026-01-06

Note

Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

I

nclusion

and Equal Opportunity Employment

At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

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Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com.


RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.