Director, Delta One Analytics Development at Royal Bank of… · Toronto

Director, Delta One Analytics Development Location: TORONTO, Ontario, Canada Job Description What is the opportunity? We are seeking a highly technical Director of Analytics Development to lead the design, development, and delivery of core pricing, risk, and analytics infrastructure for our Delta One business. This role sits at the intersection of quantitative finance and systems engineering — the successful candidate will be deeply hands-on, capable of architecting and writing production-grade C++ and Python systems while also managing a team of senior quant developers. The role requires someone who leads from the front technically, not purely through delegation. What will you do? Architect and implement low-latency, high-performance analytics libraries in C++ for real-time pricing, risk computation, and position management across Delta One products (equity swaps, futures, forwards, ETFs, synthetic financing) Design and maintain Python-based analytics and research frameworks, including internal libraries consumed by trading desks, risk teams, and quant researchers Own the full software development lifecycle: system design, implementation, code review, testing, performance profiling, and production release Drive C++ performance optimisation initiatives — memory layout, cache efficiency, threading models (lock-free structures, SIMD where applicable), and build system hygiene (CMake, Conan or equivalent) Develop and maintain risksensitivitiesengines: delta, gamma, vega across dividend risk, funding curves, borrow curves, and repo Build and own real-timeP&Lexplain and EODbatchreconciliation frameworks Design and implement pricingmodelintegrationlayers bridging quant research output (Python/C++) into production systems Own internal Python tooling including analytics APIs, back-testing infrastructure, and data pipelines (pandas, numpy, polars, and in-house extensions) Establish and enforce engineering standards: code review culture, unit/integration testing frameworks (Google Test, pytest), CI/CD pipelines, and documentation practices Evaluate and integrate third-party analytics libraries and data vendors where appropriate Define the technical architecture of the analytics platform, including service boundaries, data contracts, and API design Make defensible decisions on technology choices: concurrency models, serialisation (protobuf, FlatBuffers, Arrow), IPC/messaging (ZeroMQ, Kafka, shared memory), and deployment patterns Lead migration of legacy analytics components to modern, maintainable architectures without disrupting production operations Collaborate with infrastructure and platform engineering teams on compute, grid, and real-time data infrastructure Partner with trading desks, structuring, and risk management to translate business requirements into well-scoped engineering deliverables Work closely with quant research to productionise models; act as the bridge between research-quality prototypes and robust, testable production code Participate in hiring: define technical bars, conduct structured interviews, calibrate across the team Represent the analytics development function in cross-functional forums, steering committees, and senior stakeholder discussions What do you need to succeed? 8+years of quantitative development experience in a sell-side, buy-side, hedge fund, or fintech environment Expert-levelC++ (C++17/20): template metaprogramming, move semantics, STL internals, multithreading, performance profiling (perf, valgrind, vtune or equivalent) StrongPython: production-quality code, not just scripting — package architecture, Cython/pybind11 bindings, async patterns, testing discipline Deep understanding of DeltaOneproducts: equity swaps, futures, forwards, TRS, ETF mechanics, stock lending / securities finance Solid grasp of riskmethodologies: sensitivities, scenario analysis, intraday risk aggregation, P&L attribution Experience building or significantly contributing to real-timepricingorrisksystems in a production trading environment Demonstrated ability to write, review, and take full ownership of production code — this is not a role for someone who only directs others to write code Strong foundation in numerical methods, linear algebra, and financial mathematics Nice to have: Experience with distributedcompute for risk: grid computing, vectorised batch frameworks, or GPU acceleration Exposure to marketmicrostructure and low-latency execution analytics Prior experience building or owning a quantlibraryorSDK used by multiple internal consumers MSc or PhD in Computer Science, Mathematics, Physics, Financial Engineering, or a related quantitative discipline What’s in it for you? Meaningful technical ownership at a senior level — this is an engineering-led role, not a management-only seat Direct exposure to the trading desk and commercial P&L, with the ability to see the impact of your work in real time Competitive base, discretionary bonus, and long-term incentive participation commensurate with Director-level scope Job Skills Application Development, Application Maintenance, Applications Architecture, Commercial Acumen, Enterprise Application Delivery, Information Technology Management, Information Technology Trends, Programming Languages, System Applications Additional Job Details Address: ROYAL BANK PLAZA, 200 BAY ST:TORONTO City: Toronto Country: Canada Work hours/week: 37.5 Employment Type: Full time Platform: CAPITAL MARKETS Job Type: Regular Pay Type: Salaried Posted Date: 2026-05-07 Application Deadline: 2026-05-11 Note:Applications will be accepted until 11:59 PM on the day prior to the application deadline date above Our Employment Opportunities At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One RBC. We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all. Join our Talent Community Stay in-the-know about great career opportunities at RBC. Sign up and get customized info on our latest jobs, career tips and Recruitment events that matter to you. Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com. RBC is presently inviting candidates to apply for this existing vacancy. Applying to this posting allows you to express your interest in this current career opportunity at RBC. Qualified applicants may be contacted to review their resume in more detail.