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Quantitative Modeller, Equity Derivatives Internship (12 month FTC)

What is the opportunity?
The RBC Global Equity Linked Products team is in need of a quantitative modeller to work closely with the trading, sales, quants and structuring teams to assist the equity derivatives quantitative analyst desk in their day to day support work and participate in developing new models and tools for the Global Equity Linked Business. We're looking for someone with strong mathematical ability and technical knowledge who is agile and can thrive in a fast paced environment. A position as a Graduate Equity Derivatives Quantitative Developer on our GELP Academy in London offers insights and experiences which are invaluable if you want to pursue a career in quantitative finance. This Internship is initially for a 12 month period but could lead to a permanent role.

What will you do?
  • Develop and implement pricing models in the common C++ library that is used for pricing and risk managing the equity derivatives book.
  • Work on various regulatory initiatives
  • Support the UK and Canada based quantitative analyst team in day to day tasks such as product testing, data collection and analysis and presentation.
  • Be part in regular discussions with traders on improvements and designing new pricing models.
  • Implementation of tools using VBA, Python or other programming tools
  • Producing periodic reports

What do you need to succeed?

  • A bachelors/masters/PhD degree in Mathematical Finance, Financial Engineering, Computer Science, Mathematics, Finance, Engineering, Sciences or a related field from a reputed institution
  • Proven analytical skills
  • Demonstrated interest in finance and a history of participation in extracurricular activities
  • Excellent interpersonal and communication skills

  • VBA/Python/C#/C++ programming skills
  • Fluency in a second European language
  • Experience in deriavatives

What's in it for you?
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.


About RBC
Royal Bank of Canada is Canada's largest bank, and one of the largest banks in the world, based on market capitalization. We are 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. We have 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. For more information, please visit .

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Inclusion and Equal Opportunity Employment
RBC is an equal opportunity employer committed to diversity and inclusion. We are pleased to consider all qualified applicants for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, protected veterans status, Aboriginal/Native American status or any other legally-protected factors. Disability-related accommodations during the application process are available upon request.

City: City of London
Address: Thames Court
Work Hours/Week: 35
Work Environment: Office
Employment Type: Contract
Career Level: New Graduate
Pay Type: Salaried
Required Travel (%): 0-25
Exempt/Non-Exempt: N/A
People Manager: No
Application Deadline: 2017-07-21
Req ID: 140450
Posting Notes: [[mfield1]]