Python Developer + Pricing

Jay Analytix; Montreal (administrative region); On-site; CAD 80,000 - 100,000; Full time

Job summary

Jay Analytix is looking for a Python Developer based in Montreal, Canada, to work on pricing models and banking systems. The role involves developing and maintaining pricing libraries, implementing pricing models like Black-Scholes, and optimizing pricing engines. You will collaborate with traders and quantitative teams to deliver accurate financial solutions. Candidates should have strong Python skills and experience in finance-related applications.

Qualifications

• Experience in developing and maintaining pricing libraries for financial instruments.
• Proficient in implementing pricing models using Python.
• Knowledgeable in processing and validating market data.

Responsibilities

• Develop and maintain pricing libraries for financial instruments.
• Implement pricing models using Python.
• Optimize performance of pricing engines and analytics workflows.

Skills

Python programming

Pricing models

Risk analysis

Financial instruments

Job description

Role Overview

We are seeking a Python Developer with experience in pricing models and banking systems to build, enhance, and support applications used for valuation, risk analysis, and trading. The role involves working closely with front-office, risk, and quantitative teams to deliver scalable and accurate financial solutions.

Key Responsibilities

• Develop and maintain pricing libraries for financial instruments such as Derivative (finance), bonds, and structured products
• Implement pricing models (e.g., Black-Scholes Model) using Python
• Build tools for valuation, P&L calculations, and risk analytics
• Work with traders, quants, and risk teams to understand business requirements
• Process and validate market data (interest rates, volatility, curves)
• Optimize performance of pricing engines and analytics workflows
• Ensure accuracy, consistency, and auditability of financial calculations
• Develop APIs and services for integration with trading and risk platforms