Vice President Quantitative Risk, RBC Capital Markets LLC, Jersey City, NJ:
$165,000–$165,000 year
HybridJersey City, New Jersey, United States
Jersey City, New Jersey, United StatesHybridFull Time$165,000–$165,000 yearSenior LevelMasters DegreeSmall
Full TimeSenior LevelMasters DegreeSmall
Job Summary
Lead development and validation of pricing models for spread products and fixed income; build statistical and machine learning models for U.S. credit and municipal bonds; automate trading and sales processes and build trading tools; conduct backtesting and performance analysis; collaborate with traders and sales teams to optimize pricing; maintain and enhance quantitative research infrastructure; telecommuting permitted up to 1 day per week.
Required Qualifications
- Master’s degree in Statistics, Maths, Quantitative Finance, Data Science, Computer Science or a related field
- 5 years of related work experience
- 5 years of experience developing and validating pricing models for spread products and fixed income securities
- 5 years of experience in machine learning modeling in U.S. credit and municipal bond markets
- 5 years of experience using Python and SQL for developing statistical and machine learning models
- 5 years of quantitative desk support in fast-paced trading environments
- 3 years of experience in statistical analysis and econometric modeling (time series analysis and market analysis)
- 3 years of experience with Bloomberg Terminal or equivalent market data platforms
- 3 years of experience with data visualization tools (Tableau, Streamlit, Grafana)
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