Quantitative Analyst - Derivatives & Risk (Toronto Onsite)

Mindlance; Toronto; On-site; CAD 80,000 - 120,000; Full time

Job summary

A leading consulting firm in Toronto seeks a Quantitative Analyst for a 12+ month contract. The role involves designing and implementing product models with a focus on securitized products. Candidates should have a Ph.D or Master's in a quantitative field and 5-9 years of industry experience. Proficiency in Python and strong analytical skills are essential. This position offers an inclusive workplace committed to equitable hiring practices.

Qualifications

• 5-9 years of relevant industry experience.
• Solid knowledge of financial instruments and derivatives.
• Knowledge on QRM, PolyPaths and Intex is a plus.

Responsibilities

• Design and implement rate and spread product models.
• Assist traders and risk managers in understanding models.
• Prepare model documentation and validation submissions.

Skills

Analytical skills

Self-motivated learner

Programming in Python

Knowledge of financial instruments

Education

Ph.D or Master’s degree in quantitative areas

Tools

Python

C++

C#

Job description

A leading consulting firm in Toronto seeks a Quantitative Analyst for a 12+ month contract. The role involves designing and implementing product models with a focus on securitized products. Candidates should have a Ph.D or Master's in a quantitative field and 5-9 years of industry experience. Proficiency in Python and strong analytical skills are essential. This position offers an inclusive workplace committed to equitable hiring practices.