Royal Bank of Canada is Canada’s largest bank, and one of the largest banks in the world, based on market capitalization. Company is one of North America’s leading diversified financial services companies, and provide personal and commercial banking, wealth management, insurance, investor services and capital markets products and services on a global basis. RBC has over 80,000 full- and part-time employees who serve more than 16 million personal, business, public sector and institutional clients through offices in Canada, the U.S. and 37 other countries.

Job Purpose:

  • The Quantitative Investments team within RBC Global Asset Management (GAM) employs a systematic quantitative approach to the management of a diverse set of equity portfolios and strategies: mutual funds, hedge funds, segregated accounts and ETFs
  • Quantitative Investments take a multi-dimensional approach to the investment process that focuses on the underlying fundamentals and/or economics of an investment
  • This allows the team to profit from behavioral investment mistakes and market imperfections, resulting in value added solutions for clients.

Your Responsibilities:

  • Responsible for research and development of quantitative models for systematic quantitative investment management
  • Provide thought leadership in terms of idea generation and bringing market knowledge and intuition to bear on the research process
  • Research and development of candidate alpha factors
  • Risk modeling
  • Transactions costs analysis
  • Development of new investment products
  • Design and development of productivity enhancing quantitative tools for research and portfolio management.

Skills and Qualifications:

  • 3+ years of progressive and broad-based experience in the financial services industry preferably with exposure to quantitative investing
  • Masters or PhD Degree in Finance, Applied Economics/Econometrics/Statistics, Engineering, or Applied Science
  • Creativity in research and problem-solving
  • Experience with data intensive research and supporting technologies, e.g. Python (scientific-computing stack), Matlab, R and other related technologies
  • Strong interpersonal and organizational skills; ability to thrive in a demanding high performance culture
  • Experience with large equity and/or multi-asset-class portfolios
  • Completion or enrollment in CFA.

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