FX Quantitative Analyst

Job DescriptionWhat 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 modelsCreate new derivative productsEnhance quantitative analytics infrastructureBuild analysis tools for the Front OfficeDocument models and products.What do you need to succeed?Must-haveDegree in a quantitative field (Mathematics, Physics, Engineering, Mathematical Finance)Working knowledge of C++ and ExcelStrong and fluent mathematicsStrong written and spoken communicationTenacityClarity of thought when dealing with complex problems.Nice-to-havePost-graduate degree in a quantitative disciplinePythonWhat 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 compensationLeaders who support your development through coaching and managing opportunitiesOpportunities to work with the best in the fieldAbility to make a difference and lasting impactWork in a dynamic, collaborative, progressive, and high-performing teamA world-class training program in financial services.Agency NoticeRBC 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 SkillsC++ Programming Language, Critical Thinking, Derivatives Pricing, Derivative Valuation, Financial Derivatives, Microsoft Excel, Microsoft Excel VBA Programming, Quantitative Analysis, Quantitative Models, Valuation ModelingAdditional Job DetailsAddress:100 BISHOPSGATE:LONDONCity:LondonCountry:United KingdomWork hours/week:35Employment Type:Full timePlatform:CAPITAL MARKETSJob Type:RegularPay Type:SalariedPosted Date:2025-10-28Application Deadline:2025-11-11Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date aboveInclusion and Equal Opportunity EmploymentAt 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.Join our Talent CommunityStay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you.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