Vice President Quantitative Risk, RBC Capital Markets LLC, Jersey City, NJ:
Core
Building statistical and machine learning models for U.S. credit and municipal bond markets, developing quantitative risk metrics, and automating trading processes.
Role type
Vice President Quantitative Risk
Builds
Quantitative risk metrics, trading tools, and automated trading/sales processes
Domain
U.S. credit and municipal bond markets, quantitative finance
Deliverable
production ML models
Required skills
Machine learning modeling, statistical and econometric modeling (time series), Python, SQL, Bloomberg Terminal, data visualization (Tableau, Streamlit, Grafana), pricing model development, fixed income securities analysis
Preferred skills
Actuarial modeling, big data management, data mining, predictive analytics, natural language processing (NLP)
Technologies
Python, SQL, Bloomberg Terminal, Tableau, Streamlit, Grafana
Responsibilities
Developing and validating pricing models for spread products and fixed income securities; conducting backtesting and performance analysis of trading strategies; collaborating with traders and sales teams to optimize pricing models; maintaining and enhancing quantitative research infrastructure
Seniority
Senior, hands-on IC
