Quant Developer/Equity Trading/Python - RBC - Hybrid/NYC, Jersey City, NJ or Toronto, ON - 1 year+
Dice Job Match Score™
⏳ Almost there, hang tight...
Job Details
Skills
- 1. How many years working with: Quantitative Developer 2. How many years working with: EQUITY TRADING MODELS 3. How many years working with: Python 4. How many years working with: Equities markets
- instruments
- and trading workflows 5. How many years working with: Capital Markets
- RECENT AND EXTENSIVE EXPERIENCE DEVELOPING EQUITY TRADING MODELS. THIS POSITION IS FOR A QUANTITATIVE DEVELOPER (PYTHON
- C++
- JAVA) - NOT A QUANTITATIVE ANALYST (MATLAB
- R’)
Summary
Job Description:
RBC is seeking a Quantitative Developer to join its Equities technology team in Jersey City, responsible for designing and delivering scalable, high-performance quantitative solutions that support trading, analytics, and research functions; this role requires strong subject matter expertise in equities along with hands-on quant development experience, including building and optimizing models, developing data pipelines, and partnering closely with traders, quants, and technology stakeholders to translate complex business requirements into robust technical solutions; the ideal candidate will have 10+ years of experience (flexible across levels), with strong proficiency in Python (3+ years), deep experience with SQL databases such as PostgreSQL and MySQL, and a solid background in RESTful API design and microservices architecture, along with exposure to modern development practices including LLM-assisted development, and will demonstrate the ability to work in fast-paced, data-driven environments while contributing to the evolution of RBC’s quantitative platforms and engineering standards.
Must be a quat developer - they convert Trading Quat Models into applications that the business can use.
Quantitative Developer – Equities (Python Focus)
Location: Jersey City, NJ
Team: Equities Technology
We are seeking a Quantitative Developer to join our Equities Technology team, responsible for designing and delivering scalable, high-performance quantitative solutions that support trading, analytics, and research functions. This role sits at the intersection of quantitative research, trading, and engineering, translating advanced equity trading models into production-grade applications used by the business.
You will work closely with PhD-level quantitative researchers, traders, and technology stakeholders to implement, optimize, and scale equity trading models in a fast-paced, data-driven environment.
Key Responsibilities
- Partner with quantitative researchers to translate equity trading models into robust, production-ready applications
- Design and build scalable, high-performance systems supporting trading, analytics, and research workflows
- Develop and optimize quantitative models and libraries in Python
- Build and maintain data pipelines for large-scale financial datasets
- Design and implement RESTful APIs and microservices to expose model outputs and analytics
- Collaborate with traders and business stakeholders to gather requirements and deliver technical solutions
- Improve system performance, reliability, and scalability across the equities platform
- Contribute to engineering best practices, including testing, CI/CD, and modern development workflows (including LLM-assisted development)
Required Qualifications
- 10+ years of experience in quantitative development or related field (flexible across levels for strong candidates)
- Strong experience as a Quantitative Developer, specifically working with equity trading models
- Proven ability to convert quantitative models into production applications
- Advanced proficiency in Python (3+ years required, more preferred)
- Strong experience with SQL databases (PostgreSQL, MySQL)
- Experience designing and building RESTful APIs and microservices architectures
- Solid understanding of equities markets, instruments, and trading workflows
- Experience working with PhD-level quants and complex mathematical models
- Strong problem-solving skills and ability to work in fast-paced trading environments
Preferred Qualifications
- Experience with performance optimization and low-latency systems
- Familiarity with distributed systems and cloud platforms
- Exposure to modern development practices, including LLM-assisted coding tools
- Background in financial engineering, mathematics, or related quantitative field
What You’ll Bring
- Ability to bridge the gap between quant research and production engineering
- Strong communication skills to work effectively across quants, traders, and engineers
- A mindset focused on scalability, performance, and reliability
- Comfort operating in a high-impact, front-office environment
Additional Context
- Multiple openings (10+) with a strong emphasis on Python-based development
- Core focus: building applications from trading models, not just model research
- Opportunity to influence the evolution of the firm’s quantitative platforms and engineering standards
- Dice Id: 91173678
- Position Id: 8955526
- Posted 13 hours ago
Similar Jobs
It looks like there aren't any Similar Jobs for this job yet.
Search all similar jobs