VP - Derivatives Quant Modeler
Our client is a leading investment bank with offices globally, looking to expand into their Toronto office by bringing on a VP - Derivatives Quant Modeler for their quantitative modeling and analytics team. The firm focuses on offering a wide range of capital markets products and services and the team is looking for someone to assist in the development and support of financial engineering and analytic solutions.
The ideal candidate comes with past experiences building out C++ model libraries, within rates, FX, commodities, and credit products. They're looking for someone to hit the ground running from day one, contributing to meaningful projects that will help grow the business.
Some of the key responsibilities will include:
- Collaborate on the implementation and maintenance of C++ libraries for derivative pricing and valuation models
- Maintain existing models and provide updates in accordance with latest market practices
- Directly support the front office trading desks in developing tools, PnL explains, and other add hock analytics support
- Collaborate cross functionally with other teams such as sales desks, tech, risk to work on the deployment of the models
They're looking for:
- An advanced degree, PhD or Masters, in a quantitative field from a top university (mathematics, statistics, or physics preferred)
- Minimum of 3+ years in a quantitative analytics or software development role
- Experience in modeling financial derivatives
- Understanding of stochastic modeling and curve construction
- Experience in implementing and applying monte carlo or PDE framework to mathematical problems
- Extensive proficiency with C++ and python
Apply now to become an integral member of an innovative Quantitative team and make a significant impact within a leading investment bank! Submit your application through the link below.
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