What is the opportunity? The Director, Senior Front Office Prepayment and Credit Quant focuses on developing, implementing, and maintaining securitized products and structured credit default, prepayment, and pricing tools and otherwise providing analytic support to front office acquisition, management, and disposal of structured assets. What will you do? Apply quantitative and programming skills to research, develop, test, and implement structured credit pricing / default / loss models Build and maintain agency and non-agency mortgage prepayment and default models Build front office analytic tools for trading and risk Proactively identify operational risks/ control deficiencies in the business Review and comply with Firm Policies applicable to CFG business activities Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions on a timely basis What do you need to succeed? Must have: PhD in Mathematics, Statistics, Computer Science, Engineering, Physical Sciences, or other numerate discipline 7+ years’ experience in securitized products model development including default / loss severity modeling Excellent skills and hands-on experience in model design and coding Excellent knowledge of MBS (agency/non-agency) and ABS Outstanding written and verbal communication skills 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 Ability to make a difference and lasting impact Work in a dynamic, collaborative, progressive, and high-performing team A world-class training program in financial services Flexible work/life balance options Opportunities to do challenging work The Expected Salary Range For The Above Position Is $210,000 - $275,000 Depending On Factors Including But Not Limited To The Candidate’s Experience, Skills, Registration Status; Market Conditions; And Business Needs. 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

#J-18808-Ljbffr