Quantitative Analyst - Fixed Income Quantitative Analyst - Fixed Income …

in Minneapolis, MN, United States
Permanent, Full time
Last application, 20 Feb 20
in Minneapolis, MN, United States
Permanent, Full time
Last application, 20 Feb 20
Quantitative Analyst - Fixed Income
What is the opportunity?
Join RBC Global Asset Management's US Fixed Income team as a Quantitative Analyst. You will optimize trading strategy by writing programs, conducting research, performing statistical analysis and solving problems. Work with a nimble, research oriented team and go deep in the fixed income market while being at the center of a best-in-class responsible investing team!

What will you do?
  • Execute on Fixed Income-related research and analysis projects, both independently and collaboratively.
  • Analyze, interpret, and summarize performance data and analysis results to identify key take-aways and create tools to allow for actionable recommendations.
  • Develop and maintain systems to enhance the portfolio management process.
  • Coordinate with teams responsible for daily analytics, performance attribution and sector specific research to maximize transparency for analysts and portfolio managers (building reports, adding data sets, etc.)
  • Manage, continue to develop and maintain a proprietary ESG, location based and impact measurement system along with interactions/development related to climate stress-testing.
  • Develop, enhance and maintain econometric and mathematical valuation models used in determining asset allocation techniques, defining sector weightings/allocations, and enhancing investment returns at controlled levels of risk.
  • Contribute to analytics infrastructure for FI Investment team.
  • Work on requests and studies for Portfolio Managers across products, strategies and geographies.

What do you need to succeed?
  • Bachelor's degree required in a quantitative, scientific, business or related discipline
  • Programming experience in VBA, Python, MATLAB, SQL or similar languages
  • Experience with programming & scripting languages (e.g. C/C++, Perl)
  • Clear communication, including the ability to communicate complicated, nuanced material in a clear and concise fashion.
  • Experience building applications in MATLAB, Python, or another high-level language used in statistical computing

  • Some experience in quantitative research and/or Bloomberg experience
  • Understanding of basic statistics, econometrics and financial statement analysis
  • Understanding of fixed income markets and/or CFA or interest in obtaining desirable
  • Advanced Excel skills useful

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.
  • Client First: We will always earn the right to be our clients' first choice
  • Collaboration: We win as One RBC
  • Accountability: We take ownership for personal and collective high performance
  • Diversity & Inclusion: We embrace diversity for innovation and growth
  • Integrity: We hold ourselves to the highest standards to build trust


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Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at rbc.com/careers .