full-time
Senior Software Quantitative Engineer
RBC
- Employer
- RBC
- Location
- Vancouver
- Working pattern
- on-site
About the role
Develop and maintain Python software, computational libraries, and APIs for portfolio management, optimization, simulations, trading, and wealth management models. Extract data, research and back-test portfolio and trading strategies, and collaborate with the team on engineering best practices. Requires at least five years of software development in quantitative finance and three years building large-scale Python applications or APIs, along with a relevant bachelor's degree or equivalent experience. Candidates should have strong quantitative and statistical knowledge, experience with analytics libraries, algorithm development and REST APIs, and an interest in personal finance; a master's degree or Ph.D. and cloud experience are preferred.