Associate Director, Equity Derivatives Analytics Integration Developer

Royal Bank of CanadaNew York, NY
21h$210,000 - $225,000

About The Position

The Analytics Integration team provides the technical foundation for derivatives pricing across RBC Capital Markets. In this role, you will design and optimize the infrastructure that powers pricing for Delta One and Prime businesses, directly enabling faster pricing decisions and supporting business growth. You'll work at the intersection of quantitative analysis and software engineering, transforming our pricing systems to handle increasing market demand while collaborating with quants to solve complex technical challenges. What will you do? Develop and maintain the books and records pricing infrastructure, using custom toolkits to ensure accurate and reliable pricing across derivative products Design and optimize application programming interfaces for pricing requests, implementing efficient caching systems to deliver fast access to market data and security definitions Partner with quantitative analysts to build and enhance model interface code, translating sophisticated pricing models into scalable production systems Analyze existing workflows and infrastructure to identify performance bottlenecks and recommend strategic improvements that enable business expansion Lead technical initiatives to onboard the Delta One and Prime businesses, ensuring smooth integration with existing systems and processes What do you need to succeed? Must-have 5+ years of software development experience, with demonstrated proficiency in C++, Python, or Java Experience working with large-scale databases such as SQL Server or Oracle Strong knowledge of infrastructure design, APIs, and distributed systems Ability to communicate technical concepts clearly to both developers and non-technical stakeholders Experience working in financial services or with derivatives pricing systems Nice-to-have Familiarity with large-scale data and pricing platforms such as Quartz, SecDB, XiNG, or Athena Experience with Sophis Toolkit or similar derivatives pricing platforms Background working with quantitative teams or building model integration systems What's in it for you? A comprehensive total rewards program including bonuses and competitive compensation Leaders who support your development through coaching and progressive opportunities The ability to make a direct impact on how RBC prices and manages derivative risk Work in a dynamic, collaborative team focused on cutting-edge infrastructure challenges Opportunities to take on progressively greater technical and strategic responsibilities Access to a variety of roles across RBC's capital markets business and geographies globally The good-faith expected salary range for the above position is $210,000 - $225,000 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.

Requirements

  • 5+ years of software development experience, with demonstrated proficiency in C++, Python, or Java
  • Experience working with large-scale databases such as SQL Server or Oracle
  • Strong knowledge of infrastructure design, APIs, and distributed systems
  • Ability to communicate technical concepts clearly to both developers and non-technical stakeholders
  • Experience working in financial services or with derivatives pricing systems

Nice To Haves

  • Familiarity with large-scale data and pricing platforms such as Quartz, SecDB, XiNG, or Athena
  • Experience with Sophis Toolkit or similar derivatives pricing platforms
  • Background working with quantitative teams or building model integration systems

Responsibilities

  • Develop and maintain the books and records pricing infrastructure, using custom toolkits to ensure accurate and reliable pricing across derivative products
  • Design and optimize application programming interfaces for pricing requests, implementing efficient caching systems to deliver fast access to market data and security definitions
  • Partner with quantitative analysts to build and enhance model interface code, translating sophisticated pricing models into scalable production systems
  • Analyze existing workflows and infrastructure to identify performance bottlenecks and recommend strategic improvements that enable business expansion
  • Lead technical initiatives to onboard the Delta One and Prime businesses, ensuring smooth integration with existing systems and processes

Benefits

  • A comprehensive total rewards program including bonuses and competitive compensation
  • Leaders who support your development through coaching and progressive opportunities
  • The ability to make a direct impact on how RBC prices and manages derivative risk
  • Work in a dynamic, collaborative team focused on cutting-edge infrastructure challenges
  • Opportunities to take on progressively greater technical and strategic responsibilities
  • Access to a variety of roles across RBC's capital markets business and geographies globally
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