RBC CAPITAL MARKETS LLC – $117,499.00/Year

Masters degree in Finance, Mathematics, Statistics, Engineering, Physics, or a related field and 2 years of workrelated experience.br br Must have 2 years of experience with Securitized Products MBS, CMBS, SBAs, Mortgage Derivatives, CLOs, ABS, Reverse Mortgages at a risk management or trading rolebr Must have 2 years of experience in Interest Rate and Credit Derivatives.br Must have 2 years of experience in valuations and cashflows analysis of complex structured securities with emphasis on interest rate and credit risk.br Must have 2 years of experience with statistical methods used for financial time series analysis.br Must have 2 years of experience with methods and techniques used for the calculation of VaR Stressed VaR.br Must have 2 years of experience with development and testing of VaR models for Fixed Income products as well as risk and PL attribution.br Must have 2 years of experience interacting with various financial US and Canadian banking regulatory agencies Fed, OCC, FINRA, and OSFI .br Must have 2 years of experience with fixed income market, valuation of securities and derivatives, and various strategies used for hedging marker risk of mortgage securities duration, convexity, vega, and spread duration.br Must have 2 years of experience in calculating market risk regulatory capital and RWA for Securitized Products and fixed income derivatives.br Must have 2 years of experience with Intex, PolyPaths, and Bloomberg.br Must have 2 years of experience with programming skills in Python and SQL.