VP, Quantitative Risk Analytics, FLOW Quant

Job Description

What is the opportunity? The GE Quantitative Analytics team is looking to hire a FLOW desk quant. The candidate is expected to have practical knowledge of quantitative finance, be experienced in production C++ development, and able to deliver reliable solutions under time-sensitive trading conditions. The role also requires effective communication with traders, risk managers, technology teams, and other quants.

What will you do?

• Desk Support: provide front-desk support to equity derivatives traders during market hours – help with live pricing and trading's pricing needs, vol surface fitting, investigate and resolve Risk/PNL and other related issues, and respond to time-sensitive trading requests
• Analytics Development: enhance C++ pricing library – improve the overall analytics quality, pricing performance, expand vol modeling and products coverage, and help consolidating intraday & EOD pricing.
• Research & Modeling: perform market dynamics and statistical studies, adopt novel approaches to calibration, conduct hedging effectiveness analyses, support trading decisions, and help improving risk management.
• Process Improvement: help with pricing automation, booking workflows, risk monitoring, cashflow settlement, and operational tooling to reduce manual overhead and improve desk efficiency.
• Application & Data Management: engage with technology teams on trading platform integration, application designs, data pipelines and infrastructure.
• Testing & Documentation: model-testing & documentations, work with risk-control teams on model-approvals and issues resolutions.

What do you need to succeed?

Must have:

• Education: advanced degree (MS/PhD) in mathematical finance, applied mathematics/statistics, physics, engineering and a related quantitative field
• Experience: Experienced Associate to VP/Director level with
• a minimum of 2-years of front-desk quant-support experience
• working knowledge of the Black-Scholes pricing framework, market-data calibrations, vanilla products, and Risk & PNL implementations.
• Hands-on development experience in C++ for production pricing libraries and familiarity with Python for analytics and scripting.
• Software: C++ and Python.
• Communications: good communication skills.

Nice-to-have:

• Vol Surface Constructions: practical experience with vol-fitting, arbitrage-removal, interpolations/extrapolations, Kalman filtering, term-structure smoothing and, smile modeling.
• Data Engineering: experience with market data pipelines, EOD processes, signal generation, trade/hedge analysis, and back-testing frameworks.
• ML & AI: experiences in machine-learning techniques and AI.

The Expected Salary Range For The Above Position Is $135,000 - $225,000 Depending On Factors Including But Not Limited To The Candidate’s Experience, Skills, Registration Status; Market Conditions; And Business Needs. This Salary Range Does Not Include Other Elements Of Total Compensation, Including A Discretionary Bonus And Benefits Such As A 401(K) Program With Company-Matching Contributions; Health, Dental, Vision, Life And Disability Insurance; And Paid Time-Off Plan. 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

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.

Job Skills

Additional Job Details

Address:

BROOKFIELD PLACE FKA 3 WORLD FINANCIAL CENTER, 200 VESEY STREET:NEW YORKCity:

New YorkCountry:

United States of AmericaWork hours/week:

40Employment Type:

Full timePlatform:

CAPITAL MARKETSJob Type:

RegularPay Type:

SalariedPosted Date:

2026-10-26Application Deadline:

2026-10-30Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

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