Premier.ère analyste, Modélisation des produits financiers

Caisse de dépôt et placement du Québec; Montreal; On-site; CAD 90,000 - 120,000; Full time

Job summary

Join a leading financial institution as a Lead Analyst in quantitative finance. Contribute to modeling and valuation of financial products, collaborating with various teams to enhance portfolio tracking solutions. Bring your expertise in financial engineering and programming to drive quality and rigor in evaluations.

Qualifications

• Six to eight years of relevant experience.
• Solid understanding of financial products, especially derivatives.

Responsibilities

• Design, model, and integrate financial products.
• Monitor the evolution of financial product modeling.

Skills

Ambition

Accountability

Openness

Collaboration

Analytical skills

Curiosity

Organizational skills

Autonomy

Education

Degree in financial engineering

CFA

FRM

CAIA

Tools

Python

Matlab

VBA

C#

Power BI

Tableau

SSRS

Bloomberg

Murex

Barra

Reuters

Compustat

Job description

Become invested in the community!

Join the CDPQ team and take pride in contributing to the financial future of millions of Quebecers by creating a more sustainable world.

At CDPQ:

• We value your unique contribution to a world-class team.
• We give you work that allows you to flourish and excel.
• We offer opportunities to learn from experts who generously share their knowledge.
• We are fully invested so that you can fulfill our mission every day.

Job Description

Passionate about quantitative finance and eager for a concrete role in financial engineering? Join us as a lead analyst contributing to the modeling, integration, and valuation of financial products.

Collaborate closely with our Operational Performance team to shape customized portfolio tracking solutions, while interacting with various departments within the investment sector and general services at the Caisse.

Responsibilities

• Design, model, and integrate financial products at the core of operational and analytical processes;
• Actively participate in business initiatives while maintaining quality and rigor;
• Monitor the evolution of financial product modeling and market design;
• Continuously optimize evaluation quality by strengthening controls;
• Manage the inventory of product integrations and document evaluation protocols;
• Propose relevant recommendations and validate results related to function configurations, analytical tools, new products, or valuation and sensitivity models (e.g., 'Greeks', 'DV01') within management tools (e.g., Murex), in collaboration with involved departments.

Qualifications

You stand out through your:

• Ambition
• Accountability
• Openness
• Collaboration
• Analytical and synthesis skills
• Curiosity and critical thinking
• Constant pursuit of quality and rigor, with a client-oriented approach
• Organizational skills and ability to prioritize
• Autonomy

What You Bring

• A degree in financial engineering, finance, applied mathematics to finance, or a related field;
• Membership in a professional order; CFA, FRM, CAIA, is a plus;
• Six to eight years of relevant experience;
• Solid understanding of financial products, especially derivatives, and good knowledge of financial concepts, portfolio management mathematics, and financial instruments;
• Proficiency in programming (Python, Matlab, VBA, C#, etc.);
• Experience with reporting tools (Power BI, Tableau, SSRS) is a plus;
• Knowledge of financial market software (Bloomberg, Murex, Barra, Reuters, Compustat, etc.) is a plus.

Feeling that your role is important, having fun every day, growing alongside your ambitions, and earning compensation that reflects your contribution—that’s the professional experience CDPQ offers!

We carefully review each application and contact those selected for an interview directly.

CDPQ is committed to equal employment opportunities for all. Women, visible/ethnic minorities, Indigenous peoples, and individuals with disabilities are encouraged to apply. Even if your application does not meet all criteria, we encourage you to apply or contact us!

CDPQ also promotes equity, diversity, and inclusion as core values, viewing them as sources of enrichment and pride for all employees. Please inform us if you require accommodations during the recruitment process.

CDPQ represents La Caisse de dépôt et placement du Québec and its subsidiaries.