The first thing you will notice about RBC is our passion for putting clients first. It’s what drives us to seek motivated individuals who share this commitment to client success.

As one of North America’s leading diversified financial services companies, built on the solid foundation of the Royal Bank of Canada, we have the resources that will enable you to do just that.
Job Information
Company:
Voyageur Asset Management
Location:
Minneapolis, MN 55402
Status:
Full Time, Employee
Quantitative Analyst/Financial Engineer

Requisition Number:  110826


Position Title:  Quantitative Analyst/Financial Engineer


Position Type:  Full-Time


Position Category:  Securities Analysis


Relocation:  No


Job Description: 

As a Quant Analyst / Financial Engineer you will be responsible supporting the creation and review of exposure and risk metrics, the development and testing of quantitative models, and the generation of custom pricing, analytics and risk reports for our Fixed Income Research Group.


Requirements: 

    Basic Qualifications
    • Undergraduate degree in Math, Computer Science, Finance, Economics, or a related field.
    • Experience verifying security data using sources such as Bloomberg, Yield Book, Factset, Ratings Agencies, and/or others.
    • Ability to develop robust data extraction and translation tools, using SQL (stored procedures, views, functions), Perl, MATLAB and other tools.
    • Operational and analytical understanding of fixed income products, such as MBS, ABS, CMO, Bankers Acceptance, Commercial Paper, government/agency, municipal and corporate bonds.
    • Demonstrated ability to create mathematical algorithms using Matlab, C, C#, SQL or other programming languages.
    • Ability to set priorities and work effectively in a fast paced, deadline oriented environment. Strong follow-through skills.
    • Experience participating in medium to long term project implementations.

    Preferred Qualifications

    • Experience with Eagle PACE/STAR, Crystal Reports, MATLAB, SQL Server Management Studio, PERL, and object oriented programming techniques.
    • CFA Level I, II or III candidate.

    Key Accountabilities: 

    • Provide production support for complex proprietary risk and analytics models.
    • Monitor internal processing jobs and external data feeds.
    • Communicate effectively with technology and business staff.
    • Document business and technical processes.
    • Learn, enhance and ultimately independently develop algorithms to calculate security analytics, factor exposures, and risk metrics.
    • Work directly with portfolio managers to understand security details, investment strategies, and portfolio mandates.

    Experience:  Less than 1 year


    Education:  BA/BS


    Accreditations: 


    Skills: 


    Minimum Salary:  Not Available Maximum Salary:  Not Available


    We thank all interested candidates however only those selected for an interview will be contacted.



    If interested, please apply online at http://track.jobviper.com/ViewJob.asp?id=648647-3-253

  Search for more jobs