RBC Capital Markets, LLC
Director, Senior Front Office Prepayment and Credit Quant
RBC Capital Markets, LLC, New York, New York, us, 10261
What is the opportunity?
The Director, Senior Front Office Prepayment and Credit Quant focuses on developing, implementing, and maintaining mortgage prepayment, credit models and pricing tools and otherwise providing analytic support to front office acquisition, management, and disposal of whole loans and MBS.
What will you do?
Apply quantitative and programming skills to research, develop, test, and implement mortgage prepayment and credit 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 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?
PhD in Mathematics, Statistics, Computer Science, Engineering, Physical Sciences, or other numerate discipline
7+ years\' experience in securitized products model development including prepayment and credit modeling
Excellent skills and hands-on experience in model design and coding
Excellent knowledge of MBS (agency/non-agency)
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
Opportunities to take on progressively greater accountabilities
Access to a variety of job opportunities across business and geographies
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.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 YORK
City:
New York
Country:
United States of America
Work hours/week:
40
Employment Type:
Full time
Platform:
CAPITAL MARKETS
Job Type:
Regular
Pay Type:
Salaried
Posted Date:
2026-01-24
Application Deadline:
2026-02-14
Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above
I nclusion and Equal Opportunity Employment
At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.
Join our Talent Community
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.
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What will you do?
Apply quantitative and programming skills to research, develop, test, and implement mortgage prepayment and credit 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 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?
PhD in Mathematics, Statistics, Computer Science, Engineering, Physical Sciences, or other numerate discipline
7+ years\' experience in securitized products model development including prepayment and credit modeling
Excellent skills and hands-on experience in model design and coding
Excellent knowledge of MBS (agency/non-agency)
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
Opportunities to take on progressively greater accountabilities
Access to a variety of job opportunities across business and geographies
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.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 YORK
City:
New York
Country:
United States of America
Work hours/week:
40
Employment Type:
Full time
Platform:
CAPITAL MARKETS
Job Type:
Regular
Pay Type:
Salaried
Posted Date:
2026-01-24
Application Deadline:
2026-02-14
Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above
I nclusion and Equal Opportunity Employment
At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.
Join our Talent Community
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.
#J-18808-Ljbffr