Global Analytics & Financial Engineering Analysts

  • Location: Toronto, Ontario
  • Type: Contract
  • Job #1146

Global Analytics & Financial Engineering Analysts

Our client, a leading financial institution in downtown Toronto is looking for Quantitative Analysts to join their team on a 1 year contract. This is an exciting opportunity to work with front and middle office and utilise your strong modelling skills to create financial models for the derivatives valuation process.

Responsibilities:

  • Meet the business' needs of derivatives valuation & adjustment models by forming a close partnership and work proactively with the business to identify key existing and growth areas.
  • Keeping abreast of the best practice of derivative valuation and adjustment models, ensuring the theoretical soundness and the numerical accuracy.
  • Establish rigorous model implementation framework which complies with both internal model risk management policies and external regulatory requirements.
  • Equips the business with adequate and user friendly front office analytical tools used for pricing, hedging, risk management and PnL attribution for both intraday and end of day together with timely on demand quantitative support.
  • Communicate daily with traders and sales teams for their requirements

Requirements:

  • Masters or PhD in a quantitative discipline (Computer Science/Financial Engineering/Mathematics)
  • Strong knowledge of financial derivatives and their valuation models across all asset classes
  • A solid understanding of derivatives computing architecture
  • Strong programming skills including modern C++ (11,14,17) and Python (NumPy, pandas, PyTorch, dash)
  • Ability to work in a fast paced, demanding environment
  • Excellent communication and organisational skills

To Apply: Please apply with resume in Word format

For more opportunities, please go to www.fpinc.ca

We specialize in finding high performing, talented Accounting & Finance Professionals who are being sought after by top tier companies across Canada for permanent, contract and project opportunities. As a relationship first company, we build win-win partnerships with the candidates and companies we work with. Our focus is to make sure that we get it right the first time saving you time, money and energy during the process. As your trusted advisor, we work hard to ensure that you have the very best experience in your search.