Senior Derivatives Valuation & Modeling Analyst

Healthcare of Ontario Pension Plan Trust Fund Company; Toronto; On-site; CAD 103,000 - 153,000; Full time

Benefits offered by this job

Health benefits

Defined benefit pension plan

Incentive plan

Job summary

HOOPP in Canada seeks a quantitative professional to research and propose pricing models for derivatives across asset classes. You will prototype models, automate production in Numerix, and collaborate with Investment, Risk, Technology, and Finance teams to enhance valuation analytics.

The role requires an advanced degree and 3–5 years in quantitative finance, with programming in Python/C/C++ and SQL. CFA/FRM preferred; Power BI a plus.

Qualifications

• Advanced degree in quantitative fields such as finance, statistics, or mathematics.
• 3–5 years in quantitative finance, derivative modeling and validation.
• CFA and FRM designations preferred.
• Experience with pricing models and SQL; programming in Python/C/C++.
• Power BI familiarity advantageous.

Responsibilities

• Develop and propose pricing models for derivatives across asset classes.
• Lead end-to-end model development, testing, and deployment in production.
• Collaborate with Investment, Risk, Technology and Finance teams on analytics.
• Improve valuation analytics, PV01/CS01, and model inventory documentation.
• Ensure data quality of market inputs and mitigate valuation risk.

Skills

Python

SQL

C++

C

Analytical thinking

Team collaboration

Attention to detail

Education

Master’s or Ph.D. in Quantitative Finance

Tools

SQL

Python

C++

Power BI

Job description

HOOPP in Canada seeks a quantitative professional to research and propose pricing models for derivatives across asset classes. You will prototype models, automate production in Numerix, and collaborate with Investment, Risk, Technology, and Finance teams to enhance valuation analytics.

The role requires an advanced degree and 3–5 years in quantitative finance, with programming in Python/C/C++ and SQL. CFA/FRM preferred; Power BI a plus.