Financial Engineer
Core
Structuring support for derivatives and options pricing within RBC's capital markets division, focusing on internal collaboration and the pricing process.
Role type
Financial Engineer (Structuring Support)
Builds
Pricing models, automation solutions, APIs, and databases for capital markets products.
Domain
Capital Markets / Derivatives
Deliverable
production ML models | product features
Required skills
Derivatives and options pricing, Risk management, Python, C++, Java, VBA, Quantitative methodologies, Automation tools, API design, Database implementation, Back-testing
Preferred skills
Experience in Structured Rates, FX, Commodities, Credit, Equity, or Quantitative Investment Strategies
Responsibilities
Support structuring of basic option products, Perform pricing process analysis, Design and implement automation solutions, Conduct back-testing and generate performance reports
Seniority
Mid-level, hands-on IC
