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Director of Quantitative Risk Analytics – leading core C++ library modernization at RBC.
Shape cutting‑edge pricing models, boost performance, and drive API design for tomorrow’s risk systems.
Job Description
What is the opportunity?
The GE Quantitative Analytics team is looking for an experienced core analytics quant/strat to greatly enhance our pricing and risk framework. In this role, the candidate will help with our quant library renovation effort. The candidate is expected to have a solid understanding of relevant financial mathematics and modeling, be familiar with basic architectural components of quant analytics, experienced in implementing scalable solutions, and be able to communicate effectively with tech and other quants.
What will you do?
Analytics Renovation : improve the overall library design for performance and scalability:
- Lead modernization of legacy pricing libraries to current C++ standards (C++17/20)
- Refactor monolithic codebases into modular, testable components with clean separation of concerns
- Design clean, stable APIs that abstract pricing complexity from downstream consumers (risk systems, trading tools, front‑end applications)
- Build messaging and serialization layers (e.g. FlatBuffers, Protobuf) for efficient cross‑system communication
Software Management : responsible for analytics codebase maintenance, library testing and release.
- Establish and enforce coding standards, API design patterns, and documentation practices across the quant library
- Work closely with technology teams to ensure library interfaces are robust, versioned, and well‑documented
What do you need to succeed?
Must-have:
- Advanced degree (MS/PhD) in computer science, mathematical finance, applied mathematics/statistics, physics, engineering and a related field
- VP or Director level with:
- A minimum of 3‑years of quant library development experience: skilled in mapping derivatives pricing requirement into a framework backed by abstract computer linguistic
- Good understanding of equity derivatives pricing, exposures to generic Monte‑Carlo, PDE, and product scripting
- experience in financial instruments, model data structure, risk‑engine implementations and designing library APIs.
- knowledge in C++ 20/17/14, proficiency in modern C++: STL, move semantic, template and initialization list
- Good communication skills.
Nice-to-have:
- Numerical acceleration: SIMD, hardware intrinsic (AVX512/AVX256/SSE42)
- Multi‑thread, vectorized computation, GPU (CUDA/OpenCL)
- Debugging and memory check tools: msbuildValgrind/ASAN
- Interoperability to C++: C FFI, C# p/invoke, Pybind11
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.
A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable
Leaders who support your development through coaching and managing opportunities
Work in a dynamic, collaborative, progressive, and high‑performing team
Opportunities to do challenging work
Opportunities to take on progressively greater accountabilities
The Expected Salary Range For This Particular Position Is $210,000 - $275,000 Depending On Your Experience, Skills, And Registration Status, Market Conditions And Business Needs.
You Have The Potential To Earn More Through Rbc's Discretionary Variable Compensation Program Which Gives You An Opportunity To Increase Your Total Compensation, Provided The Business Meets Its Performance Targets And You Meet Your Individual Goals.
Rbc's Compensation Philosophy And Principles Recognize The Importance Of A Highly Qualified Global Workforce And Plays A Critical Role In Attracting, Engaging And Retaining Talent That:
Drives Rbc's High-Performance Culture
Enables Collective Achievement Of Our Strategic Goals
Generates Sustainable Shareholder Returns And Above Market Shareholder Value
Job Skills
Additional Job Details
Address:
BROOKFIELD PLACE FKA 3 WORLD FINANCIAL CENTER, 200 VESEY STREET:NEW YORK
City:
New York
Country:
Estados Unidos
Work hours/week:
40
Employment Type:
Full time
Platform:
CAPITAL MARKETS
Job Type:
Regular
Pay Type:
Salaried
Posted Date:
2026-07-23
Application Deadline:
2026-07-30
Note : Applications will be accepted until 11:59 PM on the day prior to the application deadline date above
Our Employment Opportunities
At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One 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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RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.