Job Description
What is the opportunity?
You will be working in the FX Quantitative Analytics team (FX Quant) supporting the global FX Options business. FX Quant are responsible for valuation and risk models for foreign exchange derivatives. We improve existing models, create new ones, create new derivative products and integrate them into the bank’s analytics library and systems. We also build tools to help Sales and Trading understand the market.
RBC’s expectation is that from mid-September 2025, all employees and contractors will work in the office with some flexibility to work up to 1 day per week remotely, depending on working arrangements.
What will you do?
* Enhance existing valuation models
* Create new derivative products
* Enhance quantitative analytics infrastructure
* Build analysis tools for the Front Office
* Document models and products.
What do you need to succeed?
Must-have
* Degree in a quantitative field (Mathematics, Physics, Engineering, Mathematical Finance)
* Working knowledge of C++ and Excel
* Strong and fluent mathematics
* Strong written and spoken communication
* Tenacity
* Clarity of thought when dealing with complex problems.
Nice-to-have
* Post-graduate degree in a quantitative discipline
* Python
What is in it for you?
The opportunity to work in a team of experienced quants supporting a thriving business.
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.
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
C++ Programming Language, Critical Thinking, Derivatives Pricing, Derivative Valuation, Financial Derivatives, Microsoft Excel, Microsoft Excel VBA Programming, Quantitative Analysis, Quantitative Models, Valuation Modeling
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:
2025-10-28
Application Deadline:
2025-11-11
Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above
Inclusion 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 .