Director – Credit Derivatives Trading, RBC Capital Markets, LLC, New York, NY - Royal Bank of Canada : Job Details

RBC Capital Markets is looking for a Primary Trader to manage our CDX Options book. Price and trade CDX Options utilizing mathematical models and leveraging strong relationships with RBC clients in partnership with the RBC salesforce. Effectively manage the risk associated with CDX Options, leveraging option Greeks: Delta, Gamma, Vega, Theta, Rho, and Charm. Develop desk tools, employing Excel modeling and VBA code, to manage risk, track positioning, and calculate P&L. Overseeing quantitative work for Options Pricing and Options Risk Management, and performing PNL decomposition and risk-based reconciliation. Full time employment, Monday - Friday, 40 hours per week. $292,427 per year. MINIMUM REQUIREMENTS:Must have a bachelors degree or foreign equivalent in Mathematics, Computer Science, Mathematical Finance, or related field, and 8 years of related work experience, of which 5 years are progressive post-baccalaureate related work experience. Alternatively, the employer will accept a m...Director, Capital Markets, Computer Science, Credit, Mathematics, Banking