Junior Quantitative Analyst – Equity Derivatives (Toronto)

What is the opportunity?

RBC Capital Markets is seeking a Junior Quantitative Analyst to join our Equity Derivatives team in Toronto. This role provides direct on‑desk quantitative support for our Canada Flow & Dispersion trading business, working closely with traders and senior quants to solve real‑time pricing challenges, build robust data infrastructure, and develop next‑generation volatility models.

What will you do?

• On‑Desk Quantitative Support: Act as the first line of quant support for flow traders—investigate and resolve pricing, risk, and P&L issues in real‑time, working directly alongside traders to support live trading decisions
• Volatility Model Research & Development: Implement and prototype new volatility models under senior quant guidance; build shadow pricing tools, run back tests, and validate results against production systems
• Data Engineering & Quality: Design and maintain robust data pipelines for earnings, ...