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Quantitative Analyst (6 month contract)

Quantitative Analyst (6 month contract)

RBCKuala Lumpur, Kuala Lumpur, Malaysia
1 hari lalu
Penerangan pekerjaan

Job Description

What You Will Do

  • Full lifecycle development and maintenance of advanced mathematical models in the firm’s in-house analytics library
  • Partner with trading and sales teams to design and implement advanced pricing and risk management tools
  • Provide technical leadership and expertise in the delivery of quantitative support including modernisation of the current framework and the techniques used within it
  • Work closely and collaboratively with trading, sales and support functions to establish clear requirements and specifications
  • Work closely and collaboratively with relevant QTS partners to ensure that tools are fully and properly integrated into IT systems and applications, according to business requirements
  • Provide input into the development of the shared Quant and Technology architectural vision

Must have

  • Postgraduate degree (Msc or higher) in a quantitative discipline such as engineering, physics, mathematics, applied mathematics or computing
  • Strong software development skills with C++ / Python / Excel / VBA
  • Knowledge of relevant applications and risk management systems
  • Strong interest in financial markets
  • Strong written and oral communication skills
  • Strong problem-solving skills

    • Nice to have

  • Understanding of a broad range of capital market products (cross-asset) beyond interest rate products
  • Knowledge of vanilla interest rates derivatives and FX models use for pricing and risk management
  • Previous experience in a Quant role, preferably desk facing
  • Previous experience in library design and implementation
  • Previous experience in Front Office software development including Excel and Python
  • Program management and regulatory delivery knowledge
  • Understanding of front to back processes related to trading activity

    • Job Skills

    Client Counseling, Critical Thinking, Derivatives, Economic Analysis, Financial Instruments, Investment Banking Analysis, Investment Risk Management, Market Risk, Quantitative Methods

    Additional Job Details

    Address : PERSIARAN IRC 2, IOI RESORT CITY IOI CITY TOWER ONE : PUTRAJAYA

    City : Putrajaya

    Country : Malaysia

    Work hours / week : 40

    Employment Type : Full time

    Platform : CAPITAL MARKETS

    Job Type : Contract (Fixed Term)

    Pay Type : Salaried

    Posted Date :

    Application Deadline :

    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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    Buat amaran kerja untuk carian ini

    Analyst Contract • Kuala Lumpur, Kuala Lumpur, Malaysia