12 month FTC - VP/Senior Manager - Python Quant Developer - Valuations Methodology - Product Control (rbc)
Job posting number: #146798 (Ref:R-0000096169)
Job Description
Job Summary
Job Description
What is the opportunity?
The role is within the Valuations Methodology Team which is part of Product Control Department.
We are looking for an excellent candidate to join us initially on a 12-month fixed term contract basis on our exciting new project. The project aims to upgrade Valuations Infrastructure from Excel based workflows to Python. We are also aiming to add data analytics within our processes.
You will be working closely with senior members of the Methodology team, Quantitative and Technology Services (QTS) and the business to create innovative and high-quality technology solutions to support business growth and innovation.
What will you do?
• You will be hands-on python to automate Valuations Processes
• You will be using the Analytics Integration Services (AIS) team’s pricing libraries and build stack libraries for Valuations.
• You will add excellent error management checks to ensure smooth running of the processes without them appearing as ‘black box’.
• You will document the code to make it accessible for senior management to understand the process flow.
• You will build on your understanding of pricing models for Rates, Equities, XVAs and FX
• You will be reviewing and commenting on code developed by other members of the team.
• You will interact with relevant stakeholders to push these libraries into production so that they can be run on a scheduled batch.
• You will assist in coordinating the overall project structure.
• You will coach and mentor other members of the team if and when required.
What do you need to succeed?
Must-have
• Solid Python Programming experience
• Strong focus on delivering working software to production.
• Excellent attention to detail Strong code review skills
• Experience in mentoring / developing junior members of the team.
• Good knowledge of Interest Rate Derivatives or Equity Derivatives
• Bachelor's Degree or equivalent/similar.
Nice-to-have
• Knowledge of Interest Rate and Equity pricing models
• Experience in using and manipulating quants pricing libraries.
• Experience in leading a small team / mentoring junior members.
What is in it for you?
We thrive on the challenge to be our best - progressive thinking to keep growing and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.
• 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
• Flexible working options fully supported.
Agency Notice
RBC Group does not accept agency resumés. Please do not forward resumés 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 resumés. Please contact the Recruitment function for additional details.
Job Skills
Business, Data Analytics, Pricing Models, Python (Programming Language)Additional Job Details
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