Research Analyst, Quantitative Investments, RBC Global Asset Management Inc.

Title: Research Analyst, Quantitative Investments, RBC Global Asset Management Inc.

  • Employer: RBC
  • Website:
  • Location: Toronto, Ontario, Canada
  • Job Description:

    RBC Global Asset Management (“RBC GAM”) is a North American-based asset manager with global scope and industry-leading management capabilities. RBC GAM group of companies manage CAD $335 billion (US $305B, £180B or €220B) in assets worldwide (as at April 30, 2014). With offices in Canada, the United States, Europe and Asia, RBC GAM provides a comprehensive range of investment solutions and services to both individual and institutional investors

    The Quantitative Investments team in RBC GAM is responsible for the management of assets employing a quantitative discipline across our entire client base be it individual, high net worth or institutional investors. We are also responsible for developing and managing quantitative research tools that assist other investment teams within RBC GAM. We take a multi-dimensional approach to our investment process focused on the underlying fundamentals and/or economics of an investment. This systematic discipline provides us with superior informational insights and helps us profit from behavioral investment mistakes, resulting in value added solutions for our clients. The team is positioned for continued rapid and dynamic growth over the near, medium and long term. This growth has prompted the team to search for an Analyst.

    The Research Analyst within Quantitative Investments is responsible for researching and developing models for quantitative investment management. This includes researching models for asset return, risk, trading cost, and portfolio construction that are leveraged by systematic quantitative portfolio management processes. The Researcher contributes to the generation of alpha to the portfolios through research including but not limited to:
    Research and development of candidate alpha factors
    Risk modeling
    Transactions costs analysis
    Analysis of model portfolios and portfolio construction
    Strategy and portfolio back testing
    Development of portfolio and research diagnostics
    Bringing market knowledge and intuition to the research process, partnering with and leveraging the skills, insights and resources of other members of Quantitative Investments as well as other investment teams/professionals

    The ideal candidate will have the following skills:
    3+ years of progressive and broad-based experience in the financial services industry preferably with exposure to quantitative investing.
    Creativity in research and problem-solving.
    Experience with data intensive research and supporting technologies. Programming and systems analysis experience is an asset.
    Advanced Degree in Finance, Applied Economics/Econometrics/Statistics, Engineering, or Applied Science.  Experience with large equity and/or multi-asset-class portfolios are desirable.
    Ability to thrive in a demanding high performance culture; comfort and flexibility in the face of constantly evolving and changing priorities.
    Strong interpersonal and organizational skills; experience building and retaining solid working relationships internally and externally.

  • Application Deadline: September 16, 2014
  • Contact Details: Véronique Monet,, 514-874-2219
  • Other Info:

    Diversity in the workplace, one of our shared values, lies at the heart of our rewarding, open, supportive and inclusive work environment.

Jump to menu

Main Navigation

Search the Site / Journal

Search Keywords

Search Tips

Members' Login


Members' Options

Site Footer

View Mobile Version